-13.3%
ONDS vs MAS
+75.4%
-88.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.5% | +19.6% | +18.9% |
| 7D | -15.6% | +2.4% | -17.9% | -17.2% |
| 30D | -25.8% | +19.8% | -45.6% | -34.0% |
| 3M | -39.0% | +9.8% | -48.8% | -42.9% |
| 6M | -42.9% | +15.8% | -58.6% | -48.4% |
| YTD | -45.3% | +31.8% | -77.2% | -55.7% |
| 1Y | +1.6% | +35.4% | -33.8% | -20.1% |
| 3Y | +834.3% | +59.2% | +775.1% | +559.4% |
| 5Y | -43.8% | +41.2% | -85.0% | -60.7% |
| All | -13.3% | +75.4% | -88.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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