-46.2%
ONON vs MSTU
-87.7%
+41.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.8% |
| 7D | -2.1% | -16.6% | +14.5% | -0.7% |
| 30D | -11.6% | +69.7% | -81.3% | -16.6% |
| 3M | -30.1% | -7.5% | -22.6% | -31.5% |
| 6M | -30.5% | -43.1% | +12.6% | -30.4% |
| YTD | -41.0% | -63.0% | +22.0% | -40.5% |
| 1Y | -36.7% | -93.8% | +57.1% | -25.0% |
| All | -46.2% | -87.7% | +41.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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