+43.1%
MOD vs ONTO
+162.8%
-119.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.9% | +0.8% |
| 7D | +9.6% | -1.0% | +10.6% | +10.1% |
| 30D | 0.0% | -2.9% | +2.9% | +0.1% |
| 3M | -35.4% | -2.5% | -32.9% | -37.1% |
| 6M | -7.3% | +28.2% | -35.5% | -23.6% |
| YTD | +45.8% | +69.8% | -24.0% | +1.7% |
| 1Y | +43.1% | +162.9% | -119.7% | -16.0% |
| All | +43.1% | +162.8% | -119.7% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling