+92.3%
MA vs ONTO
+84.2%
+8.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.1% | -11.6% | -1.4% |
| 7D | +2.3% | -14.0% | +16.3% | +3.3% |
| 30D | +14.7% | -43.1% | +57.7% | +19.9% |
| 3M | +13.5% | -35.5% | +49.0% | +16.4% |
| 6M | +33.1% | -41.1% | +74.2% | +35.6% |
| YTD | +15.1% | +9.8% | +5.3% | +6.1% |
| 1Y | +18.7% | +31.5% | -12.8% | +6.2% |
| 3Y | +72.1% | +45.2% | +26.9% | +33.1% |
| All | +92.3% | +84.2% | +8.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling