+16.8%
AON vs MSI
+124.3%
-107.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 3M | -5.0% | +14.5% | -19.5% | -10.3% |
| 6M | +9.3% | +34.3% | -24.9% | -3.7% |
| YTD | -3.4% | +39.7% | -43.1% | -17.4% |
| 1Y | -2.9% | +40.2% | -43.0% | -17.1% |
| 3Y | +3.6% | +77.1% | -73.5% | -24.5% |
| All | +16.8% | +124.3% | -107.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling