+1,082.7%
MOD vs ONTO
+124.4%
+958.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.9% | +30.7% | +29.4% |
| 7D | +40.4% | +17.5% | +22.9% | +28.2% |
| 30D | -14.0% | -15.7% | +1.7% | -6.3% |
| 3M | -33.3% | -39.7% | +6.4% | -14.5% |
| 6M | -51.4% | -26.5% | -24.9% | -45.0% |
| YTD | +1.6% | +29.0% | -27.4% | -14.4% |
| 1Y | +5.4% | +57.0% | -51.6% | -19.5% |
| 3Y | +191.0% | +50.0% | +141.0% | +120.1% |
| All | +1,082.7% | +124.4% | +958.4% | +571.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling