+209.1%
MSCI vs ONTO
+449.2%
-240.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.1% | -1.3% |
| 7D | +1.5% | +1.4% | +0.1% | +0.5% |
| 30D | +14.4% | -34.1% | +48.5% | +22.1% |
| 3M | +15.2% | -37.1% | +52.3% | +22.7% |
| 6M | +11.2% | -31.8% | +43.1% | +12.2% |
| YTD | +13.9% | +22.9% | -9.0% | -3.0% |
| 1Y | +12.5% | +39.5% | -27.0% | -7.8% |
| 3Y | +32.3% | +57.7% | -25.4% | -11.9% |
| 5Y | +4.9% | +115.8% | -111.0% | -42.3% |
| All | +209.1% | +449.2% | -240.1% | -1.5% |
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