-46.5%
ONON vs MSTU
-86.5%
+40.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.1% | -1.9% |
| 7D | -1.7% | +16.1% | -17.8% | -3.2% |
| 30D | -27.4% | +68.7% | -96.0% | -31.4% |
| 3M | -26.5% | -11.0% | -15.5% | -27.8% |
| 6M | -34.2% | -33.4% | -0.9% | -35.0% |
| YTD | -41.3% | -59.5% | +18.2% | -41.2% |
| 1Y | -39.7% | -93.4% | +53.7% | -28.8% |
| All | -46.5% | -86.5% | +40.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling