-1.8%
MA vs ONON
-39.4%
+37.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.5% | -5.3% | +1.9% | -3.0% |
| 30D | +0.7% | -13.1% | +13.8% | +1.9% |
| 3M | +15.8% | -29.3% | +45.1% | +18.8% |
| 6M | +10.2% | -34.5% | +44.8% | +13.8% |
| YTD | -0.5% | -42.2% | +41.8% | +4.4% |
| 1Y | -1.8% | -37.3% | +35.5% | +2.8% |
| All | -1.8% | -39.4% | +37.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling