+145.1%
MS vs ONTO
+243.6%
-98.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -1.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -0.3% | -2.9% | +2.6% | -0.4% |
| 3M | +0.3% | -2.5% | +2.8% | -2.0% |
| 6M | +31.3% | +28.2% | +3.1% | +19.0% |
| YTD | +24.7% | +69.8% | -45.1% | +5.3% |
| 1Y | +47.9% | +162.9% | -115.0% | +11.6% |
| 3Y | +178.3% | +95.9% | +82.4% | +104.0% |
| All | +145.1% | +243.6% | -98.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling