-9.4%
ONDS vs MOD
+814.6%
-824.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.5% |
| 7D | -3.8% | -17.8% | +14.0% | +4.0% |
| 30D | -17.2% | -43.2% | +26.0% | +3.4% |
| 3M | -40.2% | -46.0% | +5.9% | -24.7% |
| 6M | -38.5% | -62.2% | +23.7% | -11.6% |
| YTD | -42.9% | -22.8% | -20.1% | -39.4% |
| 1Y | -5.3% | -35.5% | +30.2% | +6.1% |
| 3Y | +820.7% | +128.2% | +692.4% | +499.9% |
| 5Y | -41.6% | +791.6% | -833.2% | -76.8% |
| All | -9.4% | +814.6% | -824.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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