+561.8%
ON vs MSI
+590.9%
-29.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -3.7% |
| 7D | -2.2% | -5.8% | +3.6% | +1.6% |
| 30D | -12.4% | -1.0% | -11.5% | -12.1% |
| 3M | -41.2% | +14.2% | -55.4% | -47.0% |
| 6M | +25.0% | +1.0% | +23.9% | +21.5% |
| YTD | +31.3% | +21.5% | +9.8% | +11.6% |
| 1Y | +45.4% | -2.1% | +47.5% | +43.2% |
| 3Y | -27.4% | +69.3% | -96.7% | -54.0% |
| 5Y | +58.5% | +99.3% | -40.8% | -11.0% |
| 10Y | +561.8% | +595.0% | -33.2% | +82.7% |
| All | +561.8% | +590.9% | -29.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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