+191.5%
MAGS vs ONTO
+218.9%
-27.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.7% |
| 7D | +0.5% | -1.0% | +1.6% | +0.7% |
| 30D | +1.5% | -2.9% | +4.4% | +1.1% |
| 3M | +0.5% | -2.5% | +2.9% | -2.3% |
| 6M | +11.6% | +28.2% | -16.6% | +0.2% |
| YTD | +5.3% | +69.8% | -64.5% | -12.7% |
| 1Y | +14.9% | +162.9% | -148.0% | -16.0% |
| 3Y | +128.9% | +95.9% | +32.9% | +69.5% |
| All | +191.5% | +218.9% | -27.4% | +90.6% |
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 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