+197.7%
AON vs MSI
+605.3%
-407.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -14.1% | -0.8% | -13.3% | -13.9% |
| 3M | -9.5% | +13.9% | -23.4% | -14.2% |
| 6M | -4.0% | +1.3% | -5.4% | -5.2% |
| YTD | -13.8% | +22.3% | -36.1% | -21.3% |
| 1Y | -18.3% | -3.9% | -14.4% | -17.9% |
| 3Y | -7.2% | +69.9% | -77.1% | -27.7% |
| 5Y | +7.3% | +103.8% | -96.4% | -23.3% |
| All | +197.7% | +605.3% | -407.6% | +56.9% |
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