+398.8%
OSCR vs MTB
+114.2%
+284.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +10.7% | -4.8% | +15.5% | +12.2% |
| 3M | +13.4% | +6.0% | +7.4% | +11.5% |
| 6M | +144.6% | +19.6% | +124.9% | +133.1% |
| YTD | +128.0% | +21.5% | +106.6% | +116.7% |
| 1Y | +68.7% | +24.7% | +44.0% | +59.1% |
| 3Y | +398.8% | +108.6% | +290.2% | +267.5% |
| All | +398.8% | +114.2% | +284.6% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling