+798.8%
MOD vs ONTO
+449.2%
+349.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.0% | -2.1% | +3.7% |
| 7D | -13.9% | +1.4% | -15.3% | -14.3% |
| 30D | -41.5% | -34.1% | -7.4% | -27.6% |
| 3M | -45.7% | -37.1% | -8.7% | -32.2% |
| 6M | -61.1% | -31.8% | -29.3% | -54.1% |
| YTD | -20.5% | +22.9% | -43.4% | -30.4% |
| 1Y | -32.1% | +39.5% | -71.6% | -43.9% |
| 3Y | +146.5% | +57.7% | +88.8% | +83.5% |
| 5Y | +812.7% | +115.8% | +696.9% | +449.3% |
| All | +798.8% | +449.2% | +349.6% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling