+163.8%
ON vs MSI
+405.7%
-241.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -11.7% | +4.7% | -16.3% | -14.0% |
| 30D | -23.3% | +14.8% | -38.0% | -28.9% |
| 3M | -19.2% | +8.8% | -28.0% | -23.2% |
| 6M | -40.1% | +19.3% | -59.5% | -46.7% |
| YTD | +16.9% | +35.3% | -18.4% | -2.7% |
| 1Y | +29.7% | +33.8% | -4.0% | +8.5% |
| 3Y | -4.4% | +74.4% | -78.8% | -31.8% |
| 5Y | +7.1% | +120.5% | -113.4% | -31.6% |
| 10Y | +447.2% | +685.2% | -238.0% | +82.5% |
| All | +163.8% | +405.7% | -241.9% | -27.9% |
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