-41.1%
ONTO vs MSTZ
-32.8%
-8.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +11.2% |
| 7D | -14.0% | -1.2% | -12.8% | -13.5% |
| 30D | -43.1% | +22.2% | -65.3% | -40.5% |
| 3M | -35.5% | -70.4% | +34.9% | -39.4% |
| 6M | -41.1% | -31.0% | -10.1% | -36.0% |
| All | -41.1% | -32.8% | -8.3% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling