-28.3%
MOS vs ONTO
+97.2%
-125.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.7% | +0.9% |
| 7D | +9.5% | -1.0% | +10.6% | +9.6% |
| 30D | +10.4% | -2.9% | +13.3% | +10.1% |
| 3M | +12.9% | -2.5% | +15.3% | +11.4% |
| 6M | +1.2% | +28.2% | -27.0% | -3.5% |
| YTD | +9.3% | +69.8% | -60.5% | +0.9% |
| 1Y | -18.0% | +162.9% | -180.9% | -28.3% |
| All | -28.3% | +97.2% | -125.5% | -40.7% |
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