-3.9%
ONON vs MAS
+58.6%
-62.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -10.0% | +3.0% | -13.0% | -11.7% |
| 30D | -5.3% | +22.4% | -27.7% | -17.0% |
| 3M | +6.5% | +14.5% | -8.0% | -2.7% |
| 6M | -5.0% | +27.1% | -32.1% | -20.6% |
| YTD | -27.6% | +35.8% | -63.4% | -43.6% |
| 1Y | -20.7% | +39.4% | -60.1% | -39.5% |
| 3Y | +26.6% | +60.3% | -33.6% | -18.4% |
| 5Y | -9.6% | +39.4% | -49.0% | -38.1% |
| All | -3.9% | +58.6% | -62.5% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling