+191.0%
MAGS vs ONTO
+231.3%
-40.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | +0.8% | +9.4% | -8.6% | -1.1% |
| 30D | +0.4% | -4.4% | +4.9% | +0.7% |
| 3M | +5.6% | +1.6% | +4.0% | +1.9% |
| 6M | +12.3% | +45.3% | -32.9% | -2.0% |
| YTD | +5.1% | +76.4% | -71.3% | -13.5% |
| 1Y | +14.0% | +167.2% | -153.2% | -16.9% |
| 3Y | +129.4% | +116.6% | +12.8% | +66.6% |
| All | +191.0% | +231.3% | -40.3% | +88.7% |
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