+147.8%
MS vs ONON
-20.9%
+168.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.4% | -3.0% | +4.4% | +1.9% |
| 30D | -0.3% | -26.7% | +26.5% | +5.0% |
| 3M | +0.3% | -25.3% | +25.6% | +4.8% |
| 6M | +31.3% | -35.3% | +66.6% | +40.4% |
| YTD | +24.7% | -39.8% | +64.4% | +35.0% |
| 1Y | +47.9% | -39.2% | +87.1% | +59.0% |
| 3Y | +178.3% | -4.2% | +182.6% | +169.0% |
| All | +147.8% | -20.9% | +168.7% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling