+6.7%
ONON vs MSTZ
-63.1%
+69.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.6% | +15.4% | +5.5% |
| 7D | +20.9% | +0.7% | +20.2% | +21.0% |
| 30D | +21.1% | +16.6% | +4.5% | +22.2% |
| 3M | +2.7% | -74.7% | +77.4% | -1.2% |
| 6M | +12.6% | -43.9% | +56.5% | +15.4% |
| YTD | -16.9% | -84.0% | +67.1% | -18.4% |
| 1Y | +6.7% | -65.1% | +71.8% | +6.6% |
| All | +6.7% | -63.1% | +69.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling