+191.4%
MO vs ONTO
+493.5%
-302.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | +0.4% | +34.4% | -34.0% | 0.0% |
| 30D | +8.9% | -20.4% | +29.3% | +9.2% |
| 3M | +23.0% | -37.8% | +60.8% | +23.9% |
| 6M | +15.0% | -24.6% | +39.5% | +14.7% |
| YTD | +41.7% | +32.8% | +8.9% | +37.0% |
| 1Y | +43.3% | +54.7% | -11.4% | +37.4% |
| 3Y | +143.2% | +54.7% | +88.5% | +120.9% |
| 5Y | +154.7% | +134.0% | +20.7% | +109.6% |
| All | +191.4% | +493.5% | -302.1% | +77.7% |
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