-5.5%
ONON vs MSCI
+5.6%
-11.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.8% |
| 7D | -11.9% | -0.7% | -11.2% | -11.6% |
| 30D | -6.8% | +16.2% | -23.0% | -15.6% |
| 3M | +6.6% | +16.1% | -9.5% | -3.5% |
| 6M | -2.2% | +12.9% | -15.2% | -11.2% |
| YTD | -28.9% | +14.8% | -43.7% | -37.0% |
| 1Y | -20.3% | +13.8% | -34.1% | -29.1% |
| 3Y | +22.9% | +31.2% | -8.3% | -8.5% |
| 5Y | -11.1% | +5.6% | -16.7% | -22.8% |
| All | -5.5% | +5.6% | -11.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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