-3.9%
ONON vs MSI
+133.9%
-137.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -10.0% | +3.2% | -13.2% | -11.7% |
| 30D | -5.3% | +17.6% | -22.9% | -14.5% |
| 3M | +6.5% | +14.5% | -8.1% | -2.6% |
| 6M | -5.0% | +34.3% | -39.2% | -22.5% |
| YTD | -27.6% | +39.7% | -67.4% | -43.8% |
| 1Y | -20.7% | +40.2% | -60.8% | -38.6% |
| 3Y | +26.6% | +77.1% | -50.5% | -25.1% |
| 5Y | -9.6% | +124.0% | -133.6% | -60.1% |
| All | -3.9% | +133.9% | -137.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling