+449.8%
ON vs MAS
+219.8%
+230.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.1% | -8.9% |
| 7D | -16.3% | +4.6% | -20.8% | -19.3% |
| 30D | -27.0% | +19.9% | -46.9% | -37.1% |
| 3M | -18.1% | +8.9% | -27.0% | -24.2% |
| 6M | -38.6% | +20.2% | -58.8% | -48.5% |
| YTD | +16.4% | +33.9% | -17.5% | -12.2% |
| 1Y | +25.8% | +34.7% | -8.8% | -5.8% |
| 3Y | -7.7% | +60.4% | -68.1% | -41.2% |
| 5Y | +6.6% | +43.5% | -36.9% | -26.2% |
| All | +449.8% | +219.8% | +230.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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