+5.6%
MSCI vs ONTO
+124.4%
-118.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +3.0% | +17.5% | -14.5% | +0.9% |
| 30D | +17.8% | -15.7% | +33.4% | +19.4% |
| 3M | +15.2% | -39.7% | +54.9% | +21.2% |
| 6M | +16.5% | -26.5% | +43.0% | +15.7% |
| YTD | +16.4% | +29.0% | -12.6% | +1.4% |
| 1Y | +16.8% | +57.0% | -40.1% | -2.7% |
| 3Y | +35.8% | +50.0% | -14.2% | -3.3% |
| All | +5.6% | +124.4% | -118.8% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling