+140.0%
MKSI vs ONTO
+661.2%
-521.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | 0.0% |
| 7D | +4.9% | +6.5% | -1.6% | +0.3% |
| 30D | -11.0% | -15.9% | +4.9% | -0.2% |
| 3M | -17.1% | -0.2% | -16.9% | -18.4% |
| 6M | +16.4% | +38.7% | -22.3% | -9.6% |
| YTD | +64.3% | +70.4% | -6.1% | +10.1% |
| 1Y | +137.7% | +153.6% | -15.9% | +20.3% |
| 3Y | +189.1% | +109.2% | +79.9% | +45.3% |
| 5Y | +83.1% | +249.7% | -166.6% | -40.7% |
| All | +140.0% | +661.2% | -521.2% | -60.2% |
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