+209.9%
ON vs MS
+482.8%
-272.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | +1.4% | +1.1% | +1.7% |
| 30D | -3.3% | -0.3% | -3.0% | -3.2% |
| 3M | -43.6% | +0.3% | -43.9% | -43.1% |
| 6M | +19.0% | +31.3% | -12.4% | +4.9% |
| YTD | +37.4% | +24.7% | +12.7% | +23.5% |
| 1Y | +54.8% | +47.9% | +6.9% | +28.1% |
| 3Y | -25.2% | +178.3% | -203.5% | -54.7% |
| 5Y | +62.7% | +144.9% | -82.2% | +6.5% |
| 10Y | +574.3% | +804.5% | -230.2% | +148.9% |
| All | +209.9% | +482.8% | -272.9% | -13.5% |
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