-0.8%
ONON vs MOS
-20.2%
+19.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -10.1% | +5.5% | -15.6% | -11.3% |
| 30D | -1.8% | +21.0% | -22.8% | -6.5% |
| 3M | +12.3% | -0.5% | +12.8% | +11.4% |
| 6M | +2.0% | +6.6% | -4.6% | -1.0% |
| YTD | -25.3% | -2.8% | -22.6% | -27.0% |
| 1Y | -1.3% | -8.1% | +6.7% | -2.4% |
| 3Y | +29.0% | -25.6% | +54.6% | +31.8% |
| 5Y | -6.2% | -29.8% | +23.5% | -9.5% |
| All | -0.8% | -20.2% | +19.3% | -10.0% |
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