+26.6%
ONON vs MTSI
+203.6%
-177.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.8% |
| 7D | -10.0% | +10.0% | -20.0% | -12.0% |
| 30D | -5.3% | -20.3% | +15.1% | -1.7% |
| 3M | +6.5% | -24.4% | +30.9% | +10.6% |
| 6M | -5.0% | -39.2% | +34.2% | +3.1% |
| YTD | -27.6% | +35.5% | -63.1% | -42.8% |
| 1Y | -20.7% | +43.0% | -63.7% | -38.9% |
| 3Y | +26.6% | +196.3% | -169.6% | -28.3% |
| All | +26.6% | +203.6% | -177.0% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling