+195.8%
ON vs MKSI
+545.3%
-349.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -1.9% | +6.6% | -8.5% | -5.6% |
| 30D | -11.0% | -8.2% | -2.8% | -6.8% |
| 3M | -39.3% | -16.4% | -22.9% | -33.5% |
| 6M | +19.8% | +23.0% | -3.1% | +5.0% |
| YTD | +31.1% | +68.2% | -37.1% | -5.3% |
| 1Y | +46.0% | +148.6% | -102.6% | -17.4% |
| 3Y | -27.5% | +196.0% | -223.5% | -64.2% |
| 5Y | +56.9% | +87.4% | -30.5% | +1.7% |
| 10Y | +591.8% | +523.8% | +68.0% | +140.8% |
| All | +195.8% | +545.3% | -349.6% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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