+516.0%
ON vs MS
+614.4%
-98.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +6.5% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | -10.9% | -0.9% | -9.9% | -9.9% |
| 3M | -14.9% | -13.0% | -1.9% | -4.0% |
| 6M | -33.0% | -2.0% | -31.1% | -30.8% |
| YTD | +27.6% | +7.8% | +19.8% | +20.2% |
| 1Y | +44.5% | +17.9% | +26.6% | +26.3% |
| 3Y | +7.4% | +174.8% | -167.4% | -55.0% |
| 5Y | +18.7% | +119.9% | -101.1% | -40.1% |
| 10Y | +516.0% | +578.8% | -62.9% | +46.9% |
| All | +516.0% | +614.4% | -98.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling