+42.7%
ONTO vs MSTZ
-99.3%
+142.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +6.5% |
| 7D | -1.0% | -29.7% | +28.7% | -4.6% |
| 30D | -2.9% | -65.3% | +62.4% | -13.5% |
| 3M | -2.5% | -57.3% | +54.9% | -7.1% |
| 6M | +28.2% | -61.6% | +89.8% | +25.3% |
| YTD | +69.8% | -78.3% | +148.1% | +63.3% |
| 1Y | +162.9% | -30.2% | +193.1% | +212.9% |
| All | +42.7% | -99.3% | +142.0% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling