+5,256.1%
MS vs AON
+3,887.0%
+1,369.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.0% |
| 7D | -1.6% | +4.4% | -5.9% | -3.9% |
| 30D | -3.8% | +24.1% | -27.9% | -15.0% |
| 3M | -14.6% | -7.0% | -7.6% | -12.2% |
| 6M | -5.1% | +9.1% | -14.2% | -11.9% |
| YTD | +4.5% | -4.4% | +8.9% | +3.2% |
| 1Y | +13.5% | -0.8% | +14.3% | +9.6% |
| 3Y | +160.4% | +5.1% | +155.3% | +135.9% |
| 5Y | +112.9% | +20.4% | +92.5% | +75.6% |
| 10Y | +633.4% | +239.2% | +394.2% | +226.9% |
| All | +5,256.1% | +3,887.0% | +1,369.2% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling