-21.7%
ONON vs MRSH
+21.0%
-42.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -4.8% | +2.7% | +0.9% |
| 30D | -11.6% | -6.3% | -5.3% | -8.0% |
| 3M | -30.1% | +5.8% | -35.9% | -32.8% |
| 6M | -30.5% | +2.8% | -33.3% | -32.8% |
| YTD | -41.0% | -3.1% | -37.9% | -40.9% |
| 1Y | -36.7% | -11.3% | -25.4% | -32.7% |
| 3Y | -8.6% | -5.0% | -3.6% | -15.5% |
| All | -21.7% | +21.0% | -42.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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