+112.4%
MS vs ONTO
+84.2%
+28.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.1% | -11.6% | -2.9% |
| 7D | -1.6% | -14.0% | +12.5% | +1.1% |
| 30D | -3.8% | -43.1% | +39.3% | +7.5% |
| 3M | -14.6% | -35.5% | +20.9% | -8.2% |
| 6M | -5.1% | -41.1% | +36.0% | +1.7% |
| YTD | +4.5% | +9.8% | -5.2% | -4.4% |
| 1Y | +13.5% | +31.5% | -18.0% | -0.7% |
| 3Y | +160.4% | +45.2% | +115.2% | +99.4% |
| All | +112.4% | +84.2% | +28.2% | +36.8% |
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