+146.2%
MA vs ONTO
+390.5%
-244.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.1% | -11.6% | -2.2% |
| 7D | +2.3% | -14.0% | +16.3% | +4.2% |
| 30D | +14.7% | -43.1% | +57.7% | +24.3% |
| 3M | +13.5% | -35.5% | +49.0% | +19.0% |
| 6M | +33.1% | -41.1% | +74.2% | +37.9% |
| YTD | +15.1% | +9.8% | +5.3% | +2.5% |
| 1Y | +18.7% | +31.5% | -12.8% | +1.1% |
| 3Y | +72.1% | +45.2% | +26.9% | +22.9% |
| 5Y | +92.8% | +86.7% | +6.1% | +16.8% |
| All | +146.2% | +390.5% | -244.2% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling