+216.4%
MSCI vs ONTO
+508.7%
-292.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.9% | -8.2% | -0.9% |
| 7D | -1.9% | +16.4% | -18.3% | -5.0% |
| 30D | +16.5% | -21.4% | +37.9% | +20.4% |
| 3M | +18.2% | -32.7% | +50.9% | +24.6% |
| 6M | +14.0% | -25.2% | +39.2% | +13.1% |
| YTD | +16.6% | +36.2% | -19.6% | -2.6% |
| 1Y | +14.8% | +61.2% | -46.3% | -8.6% |
| 3Y | +33.3% | +58.7% | -25.4% | -9.4% |
| 5Y | +9.1% | +143.6% | -134.6% | -41.5% |
| All | +216.4% | +508.7% | -292.4% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling