-4.5%
ONON vs MTSI
+231.8%
-236.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -26.7% | +2.1% | -28.8% | -28.0% |
| 3M | -25.3% | -29.7% | +4.4% | -19.1% |
| 6M | -35.3% | +12.5% | -47.8% | -41.8% |
| YTD | -39.8% | +57.0% | -96.8% | -52.8% |
| 1Y | -39.2% | +103.9% | -143.1% | -58.3% |
| All | -4.5% | +231.8% | -236.4% | -48.2% |
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