+44.2%
MOS vs ONTO
+658.6%
-614.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.7% | -0.1% |
| 7D | +9.5% | -1.0% | +10.6% | +9.7% |
| 30D | +10.4% | -2.9% | +13.3% | +9.7% |
| 3M | +12.9% | -2.5% | +15.3% | +9.0% |
| 6M | +1.2% | +28.2% | -27.0% | -10.9% |
| YTD | +9.3% | +69.8% | -60.5% | -11.9% |
| 1Y | -18.0% | +162.9% | -180.9% | -42.8% |
| 3Y | -29.0% | +95.9% | -125.0% | -54.4% |
| 5Y | -9.6% | +244.5% | -254.1% | -60.8% |
| All | +44.2% | +658.6% | -614.4% | -68.4% |
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 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