+7.8%
ON vs MSCI
+3.6%
+4.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.7% |
| 7D | -11.7% | +2.8% | -14.5% | -13.0% |
| 30D | -23.3% | +15.4% | -38.7% | -29.4% |
| 3M | -19.2% | +13.4% | -32.6% | -25.1% |
| 6M | -40.1% | +10.9% | -51.0% | -45.5% |
| YTD | +16.9% | +13.0% | +3.9% | +3.5% |
| 1Y | +29.7% | +12.0% | +17.7% | +15.4% |
| 3Y | -4.4% | +34.1% | -38.5% | -31.2% |
| All | +7.8% | +3.6% | +4.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling