+145.1%
MS vs ONON
-24.2%
+169.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +1.7% | -3.5% | +5.1% | +2.3% |
| 30D | 0.0% | -30.8% | +30.8% | +6.4% |
| 3M | +3.0% | -29.8% | +32.8% | +8.9% |
| 6M | +35.7% | -34.8% | +70.5% | +44.8% |
| YTD | +23.3% | -42.3% | +65.6% | +34.6% |
| 1Y | +44.7% | -39.5% | +84.2% | +55.7% |
| 3Y | +178.0% | -9.3% | +187.3% | +171.4% |
| All | +145.1% | -24.2% | +169.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling