-13.5%
ONDS vs MOD
+841.4%
-854.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -6.9% |
| 7D | +17.7% | +16.1% | +1.6% | +11.4% |
| 30D | -20.7% | -38.5% | +17.8% | -4.0% |
| 3M | -45.5% | -46.8% | +1.3% | -31.1% |
| 6M | -41.2% | -61.6% | +20.4% | -16.0% |
| YTD | -45.5% | -20.5% | -25.0% | -42.8% |
| 1Y | -3.4% | -28.0% | +24.6% | +3.5% |
| 3Y | +779.3% | +134.9% | +644.4% | +466.5% |
| 5Y | -48.5% | +833.2% | -881.7% | -79.9% |
| All | -13.5% | +841.4% | -854.9% | -66.2% |
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