+188.0%
ON vs MSI
+418.9%
-231.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.5% | +7.8% |
| 7D | -1.4% | +8.3% | -9.8% | -5.7% |
| 30D | -10.9% | +18.9% | -29.7% | -18.9% |
| 3M | -14.9% | +13.2% | -28.1% | -20.7% |
| 6M | -33.0% | +38.3% | -71.3% | -44.3% |
| YTD | +27.6% | +38.9% | -11.2% | +4.8% |
| 1Y | +44.5% | +36.7% | +7.8% | +19.6% |
| 3Y | +7.4% | +76.6% | -69.2% | -23.7% |
| 5Y | +18.7% | +124.5% | -105.7% | -24.7% |
| 10Y | +516.0% | +674.5% | -158.6% | +107.0% |
| All | +188.0% | +418.9% | -231.0% | -22.3% |
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