+213.8%
MSI vs ONTO
+658.6%
-444.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.7% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +6.8% | -2.9% | +9.7% | +6.5% |
| 3M | +14.3% | -2.5% | +16.8% | +12.0% |
| 6M | -1.6% | +28.2% | -29.8% | -8.6% |
| YTD | +22.8% | +69.8% | -47.0% | +8.3% |
| 1Y | -1.1% | +162.9% | -164.0% | -19.8% |
| 3Y | +70.5% | +95.9% | -25.5% | +33.2% |
| 5Y | +102.8% | +244.5% | -141.7% | +30.2% |
| All | +213.8% | +658.6% | -444.8% | +45.9% |
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