-47.3%
ONON vs MSTZ
-99.1%
+51.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.6% |
| 7D | -5.3% | +24.8% | -30.1% | -3.6% |
| 30D | -13.1% | -59.2% | +46.1% | -17.9% |
| 3M | -29.3% | -56.9% | +27.5% | -31.6% |
| 6M | -34.5% | -57.6% | +23.0% | -35.3% |
| YTD | -42.2% | -73.6% | +31.4% | -42.9% |
| 1Y | -37.3% | -15.6% | -21.8% | -28.4% |
| All | -47.3% | -99.1% | +51.8% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling