+76.3%
MSFU vs ONTO
+304.8%
-228.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.2% | -10.3% | -5.5% |
| 7D | -5.7% | -1.0% | -4.7% | -5.6% |
| 30D | +4.2% | -2.9% | +7.1% | +3.3% |
| 3M | +27.9% | -2.5% | +30.4% | +21.9% |
| 6M | +37.1% | +28.2% | +8.9% | +18.1% |
| YTD | -7.4% | +69.8% | -77.2% | -27.5% |
| 1Y | -19.6% | +162.9% | -182.5% | -46.5% |
| 3Y | +33.2% | +95.9% | -62.7% | -15.2% |
| All | +76.3% | +304.8% | -228.5% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling