+190.4%
MAGS vs ONTO
+220.0%
-29.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.5% |
| 7D | -1.8% | +6.5% | -8.3% | -3.2% |
| 30D | +1.1% | -15.9% | +17.0% | +4.2% |
| 3M | +7.7% | -0.2% | +7.9% | +4.2% |
| 6M | +11.7% | +38.7% | -27.0% | -1.5% |
| YTD | +4.9% | +70.4% | -65.5% | -13.1% |
| 1Y | +14.3% | +153.6% | -139.3% | -15.6% |
| 3Y | +128.9% | +109.2% | +19.7% | +67.4% |
| All | +190.4% | +220.0% | -29.6% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling