+452.4%
ON vs MS
+616.2%
-163.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -11.7% | -1.6% | -10.1% | -10.4% |
| 30D | -23.3% | -3.8% | -19.5% | -20.6% |
| 3M | -19.2% | -14.6% | -4.6% | -7.6% |
| 6M | -40.1% | -5.1% | -35.1% | -36.5% |
| YTD | +16.9% | +4.5% | +12.4% | +12.8% |
| 1Y | +29.7% | +13.5% | +16.2% | +16.9% |
| 3Y | -4.4% | +160.4% | -164.8% | -57.9% |
| 5Y | +7.1% | +112.9% | -105.8% | -44.3% |
| All | +452.4% | +616.2% | -163.7% | +33.3% |
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