-8.2%
OSCR vs MLM
+59.2%
-67.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -3.7% | -2.0% | -1.7% | -2.4% |
| 30D | -5.5% | +9.5% | -15.0% | -10.7% |
| 3M | +7.9% | -4.7% | +12.6% | +11.1% |
| 6M | +34.6% | -10.7% | +45.3% | +41.4% |
| YTD | +122.3% | -16.6% | +138.8% | +141.5% |
| 1Y | +111.5% | -15.4% | +126.9% | +127.2% |
| 3Y | +349.2% | +15.9% | +333.3% | +255.6% |
| 5Y | +162.2% | +27.1% | +135.1% | +80.2% |
| All | -8.2% | +59.2% | -67.4% | -42.6% |
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