-46.2%
ONON vs MSTZ
-99.1%
+52.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.8% | +1.8% |
| 7D | -2.1% | +17.0% | -19.1% | -0.8% |
| 30D | -11.6% | -61.8% | +50.2% | -16.9% |
| 3M | -30.1% | -54.6% | +24.5% | -32.0% |
| 6M | -30.5% | -59.3% | +28.8% | -31.5% |
| YTD | -41.0% | -74.6% | +33.5% | -41.8% |
| 1Y | -36.7% | -18.8% | -17.9% | -27.9% |
| All | -46.2% | -99.1% | +52.9% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling