+181.3%
MS vs AON
-1.3%
+182.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | -9.1% | +10.5% | +2.5% |
| 30D | -0.3% | -10.2% | +10.0% | +1.0% |
| 3M | +0.3% | +0.5% | -0.2% | -0.6% |
| 6M | +31.3% | -4.8% | +36.2% | +31.4% |
| YTD | +24.7% | -8.0% | +32.7% | +25.6% |
| 1Y | +47.9% | -13.1% | +61.0% | +51.3% |
| All | +181.3% | -1.3% | +182.6% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling