+29.7%
ON vs MS
+12.8%
+17.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | -11.7% | -1.6% | -10.1% | -10.1% |
| 30D | -23.3% | -3.8% | -19.5% | -20.4% |
| 3M | -19.2% | -14.6% | -4.6% | -7.2% |
| 6M | -40.1% | -5.1% | -35.1% | -34.1% |
| YTD | +16.9% | +4.5% | +12.4% | +16.2% |
| 1Y | +29.7% | +13.5% | +16.2% | +16.7% |
| All | +29.7% | +12.8% | +17.0% | +16.7% |
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