-7.3%
OSCR vs MLM
+58.4%
-65.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | +5.8% | -2.9% | +8.8% | +7.7% |
| 30D | +7.1% | -6.8% | +13.9% | +12.1% |
| 3M | +36.7% | -11.2% | +47.9% | +45.0% |
| 6M | +114.3% | -21.8% | +136.1% | +147.5% |
| YTD | +124.4% | -17.0% | +141.4% | +144.9% |
| 1Y | +75.5% | -16.4% | +91.8% | +90.0% |
| 3Y | +390.1% | +14.5% | +375.6% | +291.0% |
| 5Y | +77.1% | +41.7% | +35.4% | +15.8% |
| All | -7.3% | +58.4% | -65.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling