+44.2%
OSCR vs MSTZ
-99.1%
+143.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +3.1% |
| 7D | +1.1% | +24.8% | -23.7% | +2.9% |
| 30D | +16.5% | -59.2% | +75.7% | +10.1% |
| 3M | +17.0% | -56.9% | +73.8% | +13.2% |
| 6M | +145.0% | -57.6% | +202.5% | +140.9% |
| YTD | +126.7% | -73.6% | +200.3% | +123.7% |
| 1Y | +67.2% | -15.6% | +82.8% | +83.6% |
| All | +44.2% | -99.1% | +143.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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