-22.1%
ONON vs MTSI
+339.8%
-361.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -3.5% |
| 7D | -1.7% | +4.9% | -6.5% | -3.7% |
| 30D | -27.4% | -11.6% | -15.8% | -24.3% |
| 3M | -26.5% | -24.1% | -2.5% | -20.2% |
| 6M | -34.2% | +32.4% | -66.7% | -48.5% |
| YTD | -41.3% | +60.4% | -101.8% | -59.7% |
| 1Y | -39.7% | +111.0% | -150.6% | -65.9% |
| 3Y | -7.8% | +246.1% | -254.0% | -66.9% |
| All | -22.1% | +339.8% | -361.8% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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