+27.9%
MAS vs ONTO
-37.8%
+65.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.7% | +14.3% | +6.0% |
| 7D | +14.2% | -17.4% | +31.5% | +15.3% |
| 30D | +26.8% | -43.2% | +70.0% | +32.7% |
| 3M | +13.1% | -35.7% | +48.9% | +16.0% |
| 6M | +27.9% | -38.3% | +66.2% | +28.0% |
| All | +27.9% | -37.8% | +65.7% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling