-8.2%
ONON vs MAGS
+190.0%
-198.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -11.6% | +3.2% | -14.8% | -13.5% |
| 3M | -30.1% | +7.7% | -37.8% | -33.6% |
| 6M | -30.5% | +12.5% | -43.0% | -35.9% |
| YTD | -41.0% | +6.0% | -47.0% | -43.5% |
| 1Y | -36.7% | +14.4% | -51.1% | -42.7% |
| 3Y | -8.6% | +127.5% | -136.1% | -47.0% |
| All | -8.2% | +190.0% | -198.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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