+144.5%
MSFT vs ONDS
+28.1%
+116.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | -3.5% | +0.9% | -2.5% |
| 30D | +2.7% | -14.1% | +16.8% | +3.3% |
| 3M | +17.0% | -36.3% | +53.3% | +19.1% |
| 6M | +23.8% | -27.5% | +51.3% | +24.6% |
| YTD | +4.0% | -21.9% | +25.9% | +3.8% |
| 1Y | -0.8% | +43.0% | -43.8% | -5.2% |
| 3Y | +55.6% | +697.1% | -641.5% | +25.1% |
| 5Y | +72.9% | -1.2% | +74.1% | +55.3% |
| All | +144.5% | +28.1% | +116.4% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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