-10.1%
ONON vs MAGS
+187.7%
-197.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.8% |
| 7D | -3.5% | +0.8% | -4.3% | -4.0% |
| 30D | -30.8% | +0.4% | -31.2% | -30.9% |
| 3M | -29.8% | +5.6% | -35.4% | -32.4% |
| 6M | -34.8% | +12.3% | -47.1% | -39.9% |
| YTD | -42.3% | +5.1% | -47.3% | -44.3% |
| 1Y | -39.5% | +14.0% | -53.5% | -45.1% |
| 3Y | -9.3% | +129.4% | -138.7% | -47.5% |
| All | -10.1% | +187.7% | -197.8% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling