+28.1%
MOS vs ONTO
+449.2%
-421.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.1% | -0.9% |
| 7D | +19.7% | +1.4% | +18.3% | +17.8% |
| 30D | +21.5% | -34.1% | +55.6% | +31.8% |
| 3M | -0.4% | -37.1% | +36.6% | +7.7% |
| 6M | +4.5% | -31.8% | +36.4% | +7.1% |
| YTD | -2.9% | +22.9% | -25.8% | -17.5% |
| 1Y | -7.7% | +39.5% | -47.2% | -24.9% |
| 3Y | -25.6% | +57.7% | -83.3% | -51.5% |
| 5Y | -31.2% | +115.8% | -147.0% | -65.4% |
| All | +28.1% | +449.2% | -421.1% | -70.4% |
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 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