-9.4%
ONDS vs MAS
+80.9%
-90.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.0% |
| 7D | -3.8% | +3.6% | -7.4% | -5.8% |
| 30D | -17.2% | +23.8% | -41.1% | -27.5% |
| 3M | -40.2% | +14.4% | -54.6% | -45.1% |
| 6M | -38.5% | +19.7% | -58.3% | -45.4% |
| YTD | -42.9% | +36.0% | -78.9% | -54.4% |
| 1Y | -5.3% | +40.4% | -45.6% | -26.9% |
| 3Y | +820.7% | +58.9% | +761.7% | +552.5% |
| 5Y | -41.6% | +44.5% | -86.2% | -59.9% |
| All | -9.4% | +80.9% | -90.3% | -30.7% |
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