+556.1%
ON vs MS
+575.8%
-19.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +4.4% |
| 7D | +3.3% | -1.7% | +5.1% | +5.4% |
| 30D | -3.1% | +0.9% | -4.1% | -3.5% |
| 3M | -9.2% | -10.8% | +1.6% | +0.3% |
| 6M | -31.4% | +0.9% | -32.3% | -30.7% |
| YTD | +36.0% | +9.8% | +26.2% | +26.0% |
| 1Y | +52.0% | +17.1% | +34.9% | +33.7% |
| 3Y | +9.3% | +175.7% | -166.4% | -54.4% |
| 5Y | +26.5% | +125.9% | -99.4% | -37.7% |
| 10Y | +556.1% | +556.2% | 0.0% | +43.1% |
| All | +556.1% | +575.8% | -19.7% | +43.1% |
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