+100.1%
MO vs ONTO
+246.7%
-146.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.2% |
| 7D | -1.0% | +6.5% | -7.5% | -0.7% |
| 30D | +5.8% | -15.9% | +21.7% | +5.1% |
| 3M | -4.5% | -0.2% | -4.4% | -4.0% |
| 6M | +5.7% | +38.7% | -33.0% | +7.3% |
| YTD | +23.1% | +70.4% | -47.2% | +25.5% |
| 1Y | +10.9% | +153.6% | -142.7% | +14.0% |
| 3Y | +96.1% | +109.2% | -13.0% | +97.3% |
| 5Y | +100.1% | +249.7% | -149.7% | +104.1% |
| All | +100.1% | +246.7% | -146.6% | +104.1% |
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