+19.0%
ON vs MSCI
+1.9%
+17.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.9% |
| 7D | +2.4% | +0.4% | +2.0% | +2.6% |
| 30D | -3.3% | +0.6% | -3.8% | -2.8% |
| 3M | -43.6% | -7.1% | -36.5% | -43.2% |
| 6M | +19.0% | +0.8% | +18.1% | +16.2% |
| All | +19.0% | +1.9% | +17.1% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling