-6.6%
AON vs MSFU
+24.2%
-30.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | -7.9% | -2.3% | -5.6% | -7.8% |
| 30D | -14.6% | -6.3% | -8.4% | -14.3% |
| 3M | -7.9% | +40.0% | -47.9% | -10.1% |
| 6M | -8.0% | +30.1% | -38.1% | -10.2% |
| YTD | -13.2% | -10.3% | -2.9% | -13.8% |
| 1Y | -16.4% | -19.0% | +2.6% | -16.6% |
| All | -6.6% | +24.2% | -30.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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