-24.4%
MOS vs ONTO
+45.4%
-69.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.1% | -10.9% | -0.6% |
| 7D | +21.6% | -14.0% | +35.6% | +22.4% |
| 30D | +12.0% | -43.1% | +55.0% | +16.4% |
| 3M | -3.9% | -35.5% | +31.6% | -1.8% |
| 6M | -3.3% | -41.1% | +37.8% | -1.4% |
| YTD | -4.6% | +9.8% | -14.4% | -9.3% |
| 1Y | -7.0% | +31.5% | -38.5% | -13.4% |
| 3Y | -24.4% | +45.2% | -69.6% | -32.8% |
| All | -24.4% | +45.4% | -69.8% | -32.8% |
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 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