+673.8%
MOD vs ONTO
+341.5%
+332.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -15.6% | +8.3% | +0.7% |
| 7D | -34.2% | -29.7% | -4.5% | -20.9% |
| 30D | -51.9% | -50.3% | -1.6% | -31.3% |
| 3M | -53.0% | -43.5% | -9.6% | -38.3% |
| 6M | -66.4% | -48.9% | -17.5% | -54.1% |
| YTD | -31.5% | -1.2% | -30.4% | -32.9% |
| 1Y | -39.6% | +14.9% | -54.5% | -44.8% |
| 3Y | +116.8% | +31.2% | +85.6% | +77.8% |
| 5Y | +713.8% | +68.1% | +645.7% | +455.7% |
| All | +673.8% | +341.5% | +332.3% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling