+722.8%
ON vs MSCI
+2,756.4%
-2,033.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -3.3% | +0.6% | -3.8% | -3.9% |
| 3M | -43.6% | -7.1% | -36.5% | -42.5% |
| 6M | +19.0% | +0.8% | +18.1% | +14.5% |
| YTD | +37.4% | +1.0% | +36.4% | +30.8% |
| 1Y | +54.8% | +4.3% | +50.4% | +43.0% |
| 3Y | -25.2% | +9.9% | -35.1% | -35.1% |
| 5Y | +62.7% | -6.8% | +69.5% | +55.7% |
| 10Y | +574.3% | +614.7% | -40.3% | +116.9% |
| All | +722.8% | +2,756.4% | -2,033.6% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling