+43.3%
MA vs ONTO
+97.2%
-53.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | +1.5% | -2.9% | +4.4% | +1.4% |
| 3M | +20.4% | -2.5% | +22.9% | +19.4% |
| 6M | +11.1% | +28.2% | -17.1% | +8.0% |
| YTD | +2.0% | +69.8% | -67.8% | -3.0% |
| 1Y | -2.2% | +162.9% | -165.0% | -10.4% |
| All | +43.3% | +97.2% | -53.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling