+69.6%
MA vs ONON
-24.2%
+93.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -3.5% | -3.5% | -0.1% | -3.0% |
| 30D | +0.8% | -30.8% | +31.6% | +6.1% |
| 3M | +14.8% | -29.8% | +44.6% | +20.3% |
| 6M | +10.0% | -34.8% | +44.8% | +16.1% |
| YTD | -0.1% | -42.3% | +42.2% | +7.3% |
| 1Y | -2.2% | -39.5% | +37.3% | +3.8% |
| 3Y | +39.3% | -9.3% | +48.6% | +33.4% |
| All | +69.6% | -24.2% | +93.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling