+772.7%
MOD vs ONTO
+459.0%
+313.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.8% |
| 7D | -17.8% | -2.4% | -15.4% | -16.6% |
| 30D | -43.2% | -32.9% | -10.3% | -30.4% |
| 3M | -46.0% | -32.2% | -13.8% | -35.1% |
| 6M | -62.2% | -30.6% | -31.6% | -55.8% |
| YTD | -22.8% | +25.1% | -47.9% | -33.0% |
| 1Y | -35.5% | +40.0% | -75.5% | -46.8% |
| 3Y | +128.2% | +45.7% | +82.5% | +75.8% |
| 5Y | +791.6% | +128.8% | +662.8% | +422.2% |
| All | +772.7% | +459.0% | +313.7% | +213.8% |
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