+162.5%
ON vs MS
+391.4%
-228.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.6% | -8.6% |
| 7D | -16.3% | -3.4% | -12.9% | -14.7% |
| 30D | -27.0% | -3.9% | -23.1% | -25.4% |
| 3M | -18.1% | -15.9% | -2.2% | -10.5% |
| 6M | -38.6% | -2.5% | -36.2% | -37.1% |
| YTD | +16.4% | +5.1% | +11.3% | +14.3% |
| 1Y | +25.8% | +13.0% | +12.9% | +19.4% |
| 3Y | -7.7% | +160.7% | -168.3% | -41.8% |
| 5Y | +6.6% | +114.0% | -107.5% | -25.0% |
| 10Y | +444.6% | +637.5% | -192.9% | +122.8% |
| All | +162.5% | +391.4% | -228.8% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling