+99.3%
MO vs ONON
-24.2%
+123.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -2.4% |
| 30D | +3.6% | -30.8% | +34.4% | +4.0% |
| 3M | -3.7% | -29.8% | +26.1% | -3.4% |
| 6M | +4.5% | -34.8% | +39.3% | +4.9% |
| YTD | +21.5% | -42.3% | +63.8% | +22.1% |
| 1Y | +9.5% | -39.5% | +49.1% | +9.9% |
| 3Y | +93.6% | -9.3% | +102.9% | +90.0% |
| All | +99.3% | -24.2% | +123.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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