+523.3%
ON vs MS
+549.7%
-26.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +12.2% | +5.1% | +7.2% | +7.9% |
| 30D | -3.1% | +5.7% | -8.8% | -7.2% |
| 3M | -12.9% | -12.2% | -0.7% | -2.5% |
| 6M | -38.6% | -0.5% | -38.1% | -37.3% |
| YTD | +31.2% | +9.8% | +21.4% | +21.6% |
| 1Y | +47.6% | +17.7% | +29.9% | +29.2% |
| 3Y | +6.6% | +176.8% | -170.2% | -55.7% |
| 5Y | +21.3% | +123.7% | -102.4% | -39.9% |
| All | +523.3% | +549.7% | -26.4% | +38.9% |
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