-20.0%
ONON vs MOS
-10.3%
-9.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -3.0% | +9.5% | -12.5% | -5.2% |
| 30D | -26.7% | +10.4% | -37.1% | -28.6% |
| 3M | -25.3% | +12.9% | -38.2% | -27.9% |
| 6M | -35.3% | +1.2% | -36.5% | -36.5% |
| YTD | -39.8% | +9.3% | -49.1% | -42.4% |
| 1Y | -39.2% | -18.0% | -21.2% | -37.4% |
| 3Y | -4.2% | -29.0% | +24.8% | 0.0% |
| All | -20.0% | -10.3% | -9.8% | -29.0% |
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 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