+6.7%
ONON vs MOS
-21.7%
+28.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +10.6% | +21.6% | -11.0% | +5.5% |
| 30D | +12.5% | +12.0% | +0.5% | +9.0% |
| 3M | +0.1% | -3.9% | +3.9% | +0.2% |
| 6M | +3.6% | -3.3% | +6.9% | +3.1% |
| YTD | -19.6% | -4.6% | -15.0% | -21.1% |
| 1Y | +5.2% | -7.0% | +12.2% | +3.7% |
| 3Y | +33.1% | -24.4% | +57.6% | +35.2% |
| 5Y | -4.7% | -32.1% | +27.4% | -7.1% |
| All | +6.7% | -21.7% | +28.5% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling