+184.7%
MS vs ONON
-6.7%
+191.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.4% | -3.0% | +4.4% | +2.0% |
| 30D | -0.3% | -26.7% | +26.5% | +5.4% |
| 3M | +0.3% | -25.3% | +25.6% | +5.1% |
| 6M | +31.3% | -35.3% | +66.6% | +41.2% |
| YTD | +24.7% | -39.8% | +64.4% | +36.1% |
| 1Y | +47.9% | -39.2% | +87.1% | +60.4% |
| All | +184.7% | -6.7% | +191.4% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling