+17.9%
ONDS vs MOD
+1,490.6%
-1,472.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.9% |
| 7D | -5.0% | -3.9% | -1.0% | -3.5% |
| 30D | -25.6% | -9.6% | -16.0% | -22.8% |
| 3M | -22.1% | -30.6% | +8.4% | -11.0% |
| 6M | -27.6% | -10.9% | -16.6% | -25.0% |
| YTD | -25.7% | +34.3% | -60.0% | -35.9% |
| 1Y | +30.4% | +18.3% | +12.1% | +16.0% |
| 3Y | +695.0% | +281.9% | +413.1% | +329.3% |
| 5Y | -2.2% | +1,486.4% | -1,488.5% | -69.1% |
| All | +17.9% | +1,490.6% | -1,472.7% | -62.2% |
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