-7.7%
ONTO vs MSTZ
-99.4%
+91.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +11.2% |
| 7D | -14.0% | -1.2% | -12.8% | -13.6% |
| 30D | -43.1% | +22.2% | -65.3% | -40.2% |
| 3M | -35.5% | -70.4% | +34.9% | -41.5% |
| 6M | -41.1% | -31.0% | -10.1% | -36.6% |
| YTD | +9.8% | -81.0% | +90.8% | +8.0% |
| 1Y | +31.5% | -61.2% | +92.7% | +45.9% |
| All | -7.7% | -99.4% | +91.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling