+493.5%
ONTO vs MTCH
-40.9%
+534.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +34.4% | +6.7% | +27.7% | +31.0% |
| 30D | -20.4% | -1.4% | -19.1% | -20.5% |
| 3M | -37.8% | +14.8% | -52.6% | -42.6% |
| 6M | -24.6% | +19.4% | -43.9% | -32.3% |
| YTD | +32.8% | +32.3% | +0.5% | +12.9% |
| 1Y | +54.7% | +29.5% | +25.2% | +32.8% |
| 3Y | +54.7% | +47.2% | +7.4% | +18.8% |
| 5Y | +134.0% | -70.2% | +204.2% | +272.0% |
| All | +493.5% | -40.9% | +534.4% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling