-6.4%
OSCR vs MTB
+81.8%
-88.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +16.5% | -4.6% | +21.1% | +18.5% |
| 3M | +17.0% | +7.4% | +9.6% | +13.8% |
| 6M | +145.0% | +18.7% | +126.3% | +129.9% |
| YTD | +126.7% | +21.1% | +105.7% | +111.1% |
| 1Y | +67.2% | +24.1% | +43.2% | +53.9% |
| 3Y | +405.1% | +115.3% | +289.8% | +257.7% |
| 5Y | +86.2% | +106.0% | -19.9% | +47.6% |
| All | -6.4% | +81.8% | -88.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling