+600.3%
ON vs MSCI
+3,095.4%
-2,495.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.8% |
| 7D | -11.7% | +2.8% | -14.5% | -13.1% |
| 30D | -23.3% | +15.4% | -38.7% | -29.6% |
| 3M | -19.2% | +13.4% | -32.6% | -25.3% |
| 6M | -40.1% | +10.9% | -51.0% | -45.5% |
| YTD | +16.9% | +13.0% | +3.9% | +4.0% |
| 1Y | +29.7% | +12.0% | +17.7% | +15.8% |
| 3Y | -4.4% | +34.1% | -38.5% | -26.5% |
| 5Y | +7.1% | +3.9% | +3.2% | -3.8% |
| 10Y | +447.2% | +802.0% | -354.8% | +54.9% |
| All | +600.3% | +3,095.4% | -2,495.0% | +1.5% |
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