+19.0%
MSCI vs ONTO
+46.1%
-27.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.7% | +14.1% | +4.4% |
| 7D | +11.5% | -17.4% | +28.8% | +9.4% |
| 30D | +22.1% | -43.2% | +65.3% | +15.7% |
| 3M | +18.4% | -35.7% | +54.2% | +14.1% |
| 6M | +16.6% | -38.3% | +54.9% | +13.1% |
| YTD | +18.8% | +17.1% | +1.8% | +16.1% |
| 1Y | +19.0% | +43.1% | -24.2% | +17.1% |
| All | +19.0% | +46.1% | -27.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling