+384.9%
MS vs ONTO
+341.5%
+43.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.6% | +9.7% | -1.6% |
| 7D | -3.4% | -29.7% | +26.3% | +5.9% |
| 30D | -3.9% | -50.3% | +46.4% | +15.5% |
| 3M | -15.9% | -43.5% | +27.6% | -4.1% |
| 6M | -2.5% | -48.9% | +46.4% | +11.0% |
| YTD | +5.1% | -1.2% | +6.3% | -4.0% |
| 1Y | +13.0% | +14.9% | -1.9% | -2.0% |
| 3Y | +160.7% | +31.2% | +129.5% | +86.1% |
| 5Y | +114.0% | +68.1% | +46.0% | +26.1% |
| All | +384.9% | +341.5% | +43.4% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling