+69.4%
MSFT vs ONON
-22.6%
+92.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.5% |
| 30D | +0.8% | -11.6% | +12.4% | +2.9% |
| 3M | +27.2% | -30.1% | +57.3% | +34.2% |
| 6M | +22.9% | -30.5% | +53.4% | +29.2% |
| YTD | +3.1% | -41.0% | +44.2% | +11.3% |
| 1Y | -0.3% | -36.7% | +36.4% | +5.6% |
| 3Y | +50.1% | -8.6% | +58.7% | +42.9% |
| All | +69.4% | -22.6% | +92.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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