-11.1%
ONON vs MSI
+126.2%
-137.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.2% |
| 7D | -11.9% | +2.6% | -14.5% | -13.3% |
| 30D | -6.8% | +18.1% | -24.9% | -16.5% |
| 3M | +6.6% | +13.2% | -6.6% | -2.0% |
| 6M | -2.2% | +36.3% | -38.5% | -21.6% |
| YTD | -28.9% | +39.5% | -68.4% | -45.2% |
| 1Y | -20.3% | +36.9% | -57.2% | -37.9% |
| 3Y | +22.9% | +76.1% | -53.2% | -28.8% |
| 5Y | -11.1% | +123.7% | -134.8% | -62.5% |
| All | -11.1% | +126.2% | -137.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling