+44.7%
MS vs ONON
-40.6%
+85.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.7% | -3.5% | +5.1% | +2.2% |
| 30D | 0.0% | -30.8% | +30.8% | +4.7% |
| 3M | +3.0% | -29.8% | +32.8% | +7.3% |
| 6M | +35.7% | -34.8% | +70.5% | +42.2% |
| YTD | +23.3% | -42.3% | +65.6% | +32.4% |
| 1Y | +44.7% | -39.5% | +84.2% | +52.9% |
| All | +44.7% | -40.6% | +85.3% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling