+48.9%
MSFT vs ONON
-10.5%
+59.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -1.0% | -3.5% | +2.4% | -0.6% |
| 30D | -2.7% | -30.8% | +28.1% | +1.5% |
| 3M | +22.1% | -29.8% | +51.9% | +26.9% |
| 6M | +20.6% | -34.8% | +55.4% | +26.0% |
| YTD | +2.3% | -42.3% | +44.6% | +8.4% |
| 1Y | -0.5% | -39.5% | +39.0% | +4.4% |
| All | +48.9% | -10.5% | +59.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling