+523.3%
ON vs MSI
+664.3%
-141.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | +3.2% | +9.0% | +10.1% |
| 30D | -3.1% | +17.6% | -20.7% | -13.2% |
| 3M | -12.9% | +14.5% | -27.4% | -20.8% |
| 6M | -38.6% | +34.3% | -72.8% | -50.5% |
| YTD | +31.2% | +39.7% | -8.5% | +1.3% |
| 1Y | +47.6% | +40.2% | +7.5% | +13.6% |
| 3Y | +6.6% | +77.1% | -70.5% | -33.8% |
| 5Y | +21.3% | +124.0% | -102.8% | -37.2% |
| All | +523.3% | +664.3% | -141.0% | +39.6% |
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