+39.1%
ONON vs MAS
+60.2%
-21.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.7% |
| 7D | +5.7% | +3.3% | +2.4% | +4.0% |
| 30D | +7.0% | +25.5% | -18.5% | -4.3% |
| 3M | -0.1% | +11.8% | -11.8% | -5.8% |
| 6M | +6.5% | +21.3% | -14.8% | -4.7% |
| YTD | -19.3% | +37.7% | -57.0% | -33.6% |
| 1Y | +7.2% | +41.0% | -33.8% | -13.2% |
| 3Y | +39.1% | +63.0% | -23.9% | +16.3% |
| All | +39.1% | +60.2% | -21.1% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling