+235.3%
AON vs MSI
+664.3%
-429.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.0% | +3.2% | -2.2% | -0.3% |
| 30D | +23.2% | +17.6% | +5.6% | +15.4% |
| 3M | -5.0% | +14.5% | -19.5% | -10.1% |
| 6M | +9.3% | +34.3% | -24.9% | -3.1% |
| YTD | -3.4% | +39.7% | -43.1% | -16.5% |
| 1Y | -2.9% | +40.2% | -43.0% | -16.2% |
| 3Y | +3.6% | +77.1% | -73.5% | -20.4% |
| 5Y | +16.9% | +124.0% | -107.2% | -19.9% |
| All | +235.3% | +664.3% | -429.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling