-21.7%
ONON vs MKSI
+83.4%
-105.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.2% |
| 7D | -2.1% | +2.7% | -4.8% | -3.2% |
| 30D | -11.6% | -12.8% | +1.2% | -6.9% |
| 3M | -30.1% | -22.5% | -7.6% | -26.3% |
| 6M | -30.5% | +19.4% | -49.9% | -41.3% |
| YTD | -41.0% | +67.7% | -108.7% | -58.4% |
| 1Y | -36.7% | +131.4% | -168.1% | -63.2% |
| 3Y | -8.6% | +197.3% | -205.9% | -60.2% |
| All | -21.7% | +83.4% | -105.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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