+33.1%
ONON vs MOS
-26.6%
+59.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +10.6% | +21.6% | -11.0% | +6.6% |
| 30D | +12.5% | +12.0% | +0.5% | +9.8% |
| 3M | +0.1% | -3.9% | +3.9% | +0.3% |
| 6M | +3.6% | -3.3% | +6.9% | +3.3% |
| YTD | -19.6% | -4.6% | -15.0% | -21.0% |
| 1Y | +5.2% | -7.0% | +12.2% | +3.7% |
| 3Y | +33.1% | -24.4% | +57.6% | +38.4% |
| All | +33.1% | -26.6% | +59.8% | +38.4% |
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