+26.6%
ONON vs MOS
-28.2%
+54.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -10.0% | -2.0% | -8.0% | -9.6% |
| 30D | -5.3% | +15.3% | -20.6% | -8.0% |
| 3M | +6.5% | +1.5% | +5.0% | +5.4% |
| 6M | -5.0% | -2.0% | -3.0% | -5.5% |
| YTD | -27.6% | -6.5% | -21.1% | -28.7% |
| 1Y | -20.7% | -11.1% | -9.6% | -21.0% |
| 3Y | +26.6% | -30.3% | +56.9% | +36.5% |
| All | +26.6% | -28.2% | +54.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling