+240.3%
MSTR vs ONDS
-13.3%
+253.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.8% |
| 7D | -13.4% | -3.3% | -10.1% | -13.0% |
| 30D | -22.1% | -16.0% | -6.1% | -19.8% |
| 3M | +15.0% | -42.1% | +57.0% | +27.1% |
| 6M | -37.3% | -41.8% | +4.5% | -32.3% |
| YTD | -26.5% | -47.1% | +20.6% | -20.4% |
| 1Y | -46.5% | -21.3% | -25.1% | -47.3% |
| 3Y | +121.1% | +695.1% | -574.0% | -3.4% |
| 5Y | +37.5% | -50.0% | +87.6% | +6.1% |
| All | +240.3% | -13.3% | +253.6% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling