+43.4%
ON vs MS
+17.1%
+26.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -10.2% | -0.7% | -9.5% | -9.3% |
| 3M | -12.7% | -12.4% | -0.4% | -2.1% |
| 6M | -32.5% | -1.7% | -30.8% | -27.8% |
| YTD | +28.6% | +8.0% | +20.5% | +24.3% |
| 1Y | +43.4% | +16.2% | +27.2% | +27.8% |
| All | +43.4% | +17.1% | +26.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling