+209.9%
ON vs MSI
+358.9%
-148.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +2.4% | -3.7% | +6.1% | +4.4% |
| 30D | -3.3% | +6.8% | -10.1% | -7.0% |
| 3M | -43.6% | +14.3% | -57.9% | -48.0% |
| 6M | +19.0% | -1.6% | +20.5% | +17.9% |
| YTD | +37.4% | +22.8% | +14.6% | +20.7% |
| 1Y | +54.8% | -1.1% | +55.9% | +51.8% |
| 3Y | -25.2% | +70.5% | -95.6% | -45.9% |
| 5Y | +62.7% | +102.8% | -40.1% | +8.9% |
| 10Y | +574.3% | +597.4% | -23.1% | +139.9% |
| All | +209.9% | +358.9% | -148.9% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling