+140.3%
OSCR vs MULL
+2,366.2%
-2,225.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.3% | +11.9% | +3.2% |
| 7D | +1.1% | +3.6% | -2.6% | +0.7% |
| 30D | +16.5% | +22.0% | -5.5% | +14.6% |
| 3M | +17.0% | -8.6% | +25.6% | +12.6% |
| 6M | +145.0% | +248.5% | -103.6% | +89.6% |
| YTD | +126.7% | +516.3% | -389.6% | +60.2% |
| 1Y | +67.2% | +2,036.6% | -1,969.4% | -4.7% |
| All | +140.3% | +2,366.2% | -2,225.9% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling