-53.8%
ONDS vs MOD
+1,086.9%
-1,140.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +27.9% | -30.9% | -13.8% |
| 7D | -3.3% | +40.4% | -43.7% | -17.0% |
| 30D | -16.0% | -14.0% | -2.0% | -12.7% |
| 3M | -42.1% | -33.3% | -8.7% | -34.3% |
| 6M | -41.8% | -51.4% | +9.7% | -25.9% |
| YTD | -47.1% | +1.6% | -48.7% | -50.6% |
| 1Y | -21.3% | +5.4% | -26.7% | -27.9% |
| 3Y | +695.1% | +191.0% | +504.1% | +360.8% |
| All | -53.8% | +1,086.9% | -1,140.7% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling