+34.1%
MSCI vs ONTO
+45.4%
-11.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.1% | -13.4% | -2.4% |
| 7D | +2.8% | -14.0% | +16.9% | +3.0% |
| 30D | +15.4% | -43.1% | +58.5% | +16.3% |
| 3M | +13.4% | -35.5% | +48.9% | +13.7% |
| 6M | +10.9% | -41.1% | +52.0% | +10.7% |
| YTD | +13.0% | +9.8% | +3.2% | +6.6% |
| 1Y | +12.0% | +31.5% | -19.5% | +3.9% |
| 3Y | +34.1% | +45.2% | -11.1% | +11.9% |
| All | +34.1% | +45.4% | -11.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling