-22.1%
ONON vs MOS
-7.9%
-14.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | -1.7% | +7.1% | -8.7% | -3.3% |
| 30D | -27.4% | +15.0% | -42.4% | -29.9% |
| 3M | -26.5% | +24.1% | -50.6% | -30.7% |
| 6M | -34.2% | +2.7% | -36.9% | -35.7% |
| YTD | -41.3% | +12.2% | -53.5% | -44.3% |
| 1Y | -39.7% | -16.3% | -23.4% | -38.2% |
| 3Y | -7.8% | -23.3% | +15.5% | -5.8% |
| All | -22.1% | -7.9% | -14.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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