+45.4%
ON vs MSI
-2.0%
+47.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.4% |
| 7D | -2.2% | -5.8% | +3.6% | -1.8% |
| 30D | -12.4% | -1.0% | -11.5% | -12.4% |
| 3M | -41.2% | +14.2% | -55.4% | -41.9% |
| 6M | +25.0% | +1.0% | +23.9% | +26.4% |
| YTD | +31.3% | +21.5% | +9.8% | +29.9% |
| 1Y | +45.4% | -2.1% | +47.5% | +46.2% |
| All | +45.4% | -2.0% | +47.4% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling