+516.0%
ON vs MSCI
+799.4%
-283.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.3% | +8.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.4% |
| 30D | -10.9% | +14.4% | -25.3% | -18.8% |
| 3M | -14.9% | +15.2% | -30.1% | -23.1% |
| 6M | -33.0% | +11.2% | -44.3% | -40.1% |
| YTD | +27.6% | +13.9% | +13.7% | +10.2% |
| 1Y | +44.5% | +12.5% | +32.0% | +25.8% |
| 3Y | +7.4% | +32.3% | -24.9% | -22.4% |
| 5Y | +18.7% | +4.9% | +13.9% | +1.2% |
| 10Y | +516.0% | +779.7% | -263.7% | +19.9% |
| All | +516.0% | +799.4% | -283.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling