-2.9%
ONDS vs MOS
+21.0%
-23.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +11.2% |
| 7D | +3.8% | +19.7% | -15.8% | -4.9% |
| 30D | -11.3% | +21.5% | -32.8% | -19.5% |
| 3M | -34.5% | -0.4% | -34.0% | -35.6% |
| 6M | -34.1% | +4.5% | -38.6% | -36.9% |
| YTD | -38.8% | -2.9% | -35.9% | -40.0% |
| 1Y | +2.8% | -7.7% | +10.5% | +3.1% |
| 3Y | +1,111.0% | -25.6% | +1,136.6% | +1,180.2% |
| 5Y | -33.7% | -31.2% | -2.5% | -37.9% |
| All | -2.9% | +21.0% | -23.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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