+6.6%
ON vs MS
+177.9%
-171.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +12.2% | +5.1% | +7.2% | +8.0% |
| 30D | -3.1% | +5.7% | -8.8% | -6.9% |
| 3M | -12.9% | -12.2% | -0.7% | -3.1% |
| 6M | -38.6% | -0.5% | -38.1% | -36.9% |
| YTD | +31.2% | +9.8% | +21.4% | +23.5% |
| 1Y | +47.6% | +17.7% | +29.9% | +31.7% |
| 3Y | +6.6% | +176.8% | -170.2% | -48.8% |
| All | +6.6% | +177.9% | -171.3% | -48.8% |
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 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