+19.6%
ON vs MS
+124.1%
-104.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -4.1% | +0.8% | -4.9% | -4.5% |
| 30D | -10.2% | -0.7% | -9.5% | -9.4% |
| 3M | -12.7% | -12.4% | -0.4% | -2.0% |
| 6M | -32.5% | -1.7% | -30.8% | -30.2% |
| YTD | +28.6% | +8.0% | +20.5% | +20.9% |
| 1Y | +43.4% | +16.2% | +27.2% | +26.8% |
| 3Y | +3.3% | +171.3% | -168.0% | -58.0% |
| All | +19.6% | +124.1% | -104.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling