-34.4%
MOS vs ONTO
+124.4%
-158.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | -2.0% | +17.5% | -19.5% | -3.7% |
| 30D | +15.3% | -15.7% | +31.0% | +16.8% |
| 3M | +1.5% | -39.7% | +41.2% | +6.6% |
| 6M | -2.0% | -26.5% | +24.5% | -1.4% |
| YTD | -6.5% | +29.0% | -35.5% | -14.3% |
| 1Y | -11.1% | +57.0% | -68.0% | -21.0% |
| 3Y | -30.3% | +50.0% | -80.2% | -42.7% |
| All | -34.4% | +124.4% | -158.8% | -55.7% |
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 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