-20.0%
ONON vs MAS
+35.6%
-55.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | -26.7% | -5.6% | -21.1% | -24.3% |
| 3M | -25.3% | +4.4% | -29.7% | -28.7% |
| 6M | -35.3% | +7.2% | -42.5% | -40.0% |
| YTD | -39.8% | +16.1% | -55.9% | -47.9% |
| 1Y | -39.2% | +0.1% | -39.3% | -41.6% |
| 3Y | -4.2% | +28.3% | -32.5% | -27.7% |
| All | -20.0% | +35.6% | -55.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling