+162.5%
ON vs MAS
+648.4%
-485.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.1% | -9.7% |
| 7D | -16.3% | +4.6% | -20.8% | -18.4% |
| 30D | -27.0% | +19.9% | -46.9% | -34.3% |
| 3M | -18.1% | +8.9% | -27.0% | -22.4% |
| 6M | -38.6% | +20.2% | -58.8% | -45.5% |
| YTD | +16.4% | +33.9% | -17.5% | -3.4% |
| 1Y | +25.8% | +34.7% | -8.8% | +4.0% |
| 3Y | -7.7% | +60.4% | -68.1% | -30.4% |
| 5Y | +6.6% | +43.5% | -36.9% | -13.9% |
| 10Y | +444.6% | +226.7% | +217.9% | +195.5% |
| All | +162.5% | +648.4% | -485.8% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling