+8.7%
AON vs MSFU
+70.7%
-62.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -7.9% | -2.3% | -5.6% | -7.7% |
| 30D | -14.6% | -6.3% | -8.4% | -14.2% |
| 3M | -7.9% | +40.0% | -47.9% | -11.2% |
| 6M | -8.0% | +30.1% | -38.1% | -11.2% |
| YTD | -13.2% | -10.3% | -2.9% | -13.5% |
| 1Y | -16.4% | -19.0% | +2.6% | -16.0% |
| 3Y | -6.7% | +25.8% | -32.5% | -15.6% |
| All | +8.7% | +70.7% | -62.0% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling