+68.8%
MSFT vs ONON
-23.0%
+91.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -1.4% | -1.7% | +0.2% | -1.1% |
| 30D | -1.0% | -27.4% | +26.4% | +3.9% |
| 3M | +20.2% | -26.5% | +46.7% | +25.7% |
| 6M | +21.3% | -34.2% | +55.5% | +28.7% |
| YTD | +2.8% | -41.3% | +44.1% | +11.0% |
| 1Y | 0.0% | -39.7% | +39.6% | +6.8% |
| 3Y | +51.2% | -7.8% | +59.1% | +43.8% |
| All | +68.8% | -23.0% | +91.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling