+19.0%
ON vs MAS
+48.4%
-29.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -6.0% |
| 7D | -5.8% | +14.2% | -20.0% | -15.1% |
| 30D | -17.1% | +26.8% | -43.9% | -31.3% |
| 3M | -11.8% | +13.1% | -24.9% | -20.6% |
| 6M | -30.2% | +27.9% | -58.1% | -44.1% |
| YTD | +31.6% | +38.7% | -7.1% | -3.5% |
| 1Y | +47.6% | +40.4% | +7.2% | +6.8% |
| 3Y | +4.4% | +66.1% | -61.7% | -36.7% |
| 5Y | +19.0% | +47.4% | -28.4% | -16.8% |
| All | +19.0% | +48.4% | -29.4% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling