-2.9%
AON vs MSI
+37.5%
-40.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.0% | +3.2% | -2.2% | +0.2% |
| 30D | +23.2% | +17.6% | +5.6% | +18.2% |
| 3M | -5.0% | +14.5% | -19.5% | -8.3% |
| 6M | +9.3% | +34.3% | -24.9% | +2.2% |
| YTD | -3.4% | +39.7% | -43.1% | -8.0% |
| 1Y | -2.9% | +40.2% | -43.0% | -8.9% |
| All | -2.9% | +37.5% | -40.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling