+95.3%
MA vs ONON
-6.6%
+101.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.5% |
| 7D | -0.5% | -11.9% | +11.4% | +1.4% |
| 30D | +7.9% | -6.8% | +14.7% | +8.9% |
| 3M | +16.8% | +6.6% | +10.1% | +15.4% |
| 6M | +31.0% | -2.2% | +33.2% | +30.2% |
| YTD | +15.0% | -28.9% | +43.9% | +19.6% |
| 1Y | +17.0% | -20.3% | +37.4% | +19.4% |
| 3Y | +68.5% | +22.9% | +45.5% | +53.8% |
| 5Y | +85.0% | -11.1% | +96.1% | +64.4% |
| All | +95.3% | -6.6% | +101.9% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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