+5,143.6%
AON vs MSI
+4,035.2%
+1,108.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -9.1% | -3.7% | -5.4% | -8.5% |
| 30D | -10.2% | +6.8% | -17.1% | -11.4% |
| 3M | +0.5% | +14.3% | -13.8% | -2.0% |
| 6M | -4.8% | -1.6% | -3.3% | -4.8% |
| YTD | -8.0% | +22.8% | -30.8% | -11.6% |
| 1Y | -13.1% | -1.1% | -12.0% | -13.3% |
| 3Y | -1.3% | +70.5% | -71.8% | -11.0% |
| 5Y | +14.9% | +102.8% | -87.9% | +0.4% |
| 10Y | +214.9% | +597.4% | -382.5% | +124.2% |
| All | +5,143.6% | +4,035.2% | +1,108.4% | +2,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling