+75.5%
OSCR vs MULL
+3,061.6%
-2,986.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.8% | -11.8% | -0.3% |
| 7D | +5.8% | +17.3% | -11.5% | +5.4% |
| 30D | +7.1% | +23.5% | -16.4% | +6.4% |
| 3M | +36.7% | -24.0% | +60.6% | +33.7% |
| 6M | +114.3% | +276.7% | -162.5% | +72.1% |
| YTD | +124.4% | +565.1% | -440.6% | +68.9% |
| 1Y | +75.5% | +2,802.6% | -2,727.1% | +2.9% |
| All | +75.5% | +3,061.6% | -2,986.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling