+7.4%
ON vs MS
+169.4%
-162.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +6.6% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | -10.9% | -0.9% | -9.9% | -9.9% |
| 3M | -14.9% | -13.0% | -1.9% | -4.6% |
| 6M | -33.0% | -2.0% | -31.1% | -30.4% |
| YTD | +27.6% | +7.8% | +19.8% | +21.8% |
| 1Y | +44.5% | +17.9% | +26.6% | +28.8% |
| 3Y | +7.4% | +174.8% | -167.4% | -49.4% |
| All | +7.4% | +169.4% | -162.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling