+137.1%
MOD vs ONTO
+45.4%
+91.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.1% | -5.4% | -0.6% |
| 7D | -25.5% | -14.0% | -11.5% | -18.7% |
| 30D | -49.0% | -43.1% | -5.9% | -30.1% |
| 3M | -49.8% | -35.5% | -14.3% | -37.3% |
| 6M | -64.8% | -41.1% | -23.7% | -54.5% |
| YTD | -27.6% | +9.8% | -37.4% | -34.3% |
| 1Y | -35.2% | +31.5% | -66.7% | -46.5% |
| 3Y | +137.1% | +45.2% | +92.0% | +92.4% |
| All | +137.1% | +45.4% | +91.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling