+31.3%
MS vs AON
-3.8%
+35.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.1% |
| 7D | +1.4% | -9.1% | +10.5% | +0.2% |
| 30D | -0.3% | -10.2% | +10.0% | -1.6% |
| 3M | +0.3% | +0.5% | -0.2% | +0.1% |
| 6M | +31.3% | -4.8% | +36.2% | +32.0% |
| All | +31.3% | -3.8% | +35.1% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling