+25.6%
MOS vs ONTO
+341.5%
-315.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.6% | +18.9% | +6.8% |
| 7D | +22.5% | -29.7% | +52.2% | +31.3% |
| 30D | +6.6% | -50.3% | +56.9% | +23.7% |
| 3M | -3.8% | -43.5% | +39.7% | +6.1% |
| 6M | -2.2% | -48.9% | +46.7% | +7.5% |
| YTD | -4.8% | -1.2% | -3.6% | -14.8% |
| 1Y | -11.7% | +14.9% | -26.6% | -24.8% |
| 3Y | -26.5% | +31.2% | -57.7% | -50.3% |
| 5Y | -32.2% | +68.1% | -100.3% | -63.5% |
| All | +25.6% | +341.5% | -315.9% | -69.5% |
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