-53.8%
ONDS vs MTSI
+206.4%
-260.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | +0.4% |
| 7D | -3.3% | +10.0% | -13.3% | -8.8% |
| 30D | -16.0% | -20.3% | +4.4% | -4.7% |
| 3M | -42.1% | -24.4% | -17.7% | -34.2% |
| 6M | -41.8% | -39.2% | -2.6% | -25.8% |
| YTD | -47.1% | +35.5% | -82.6% | -62.1% |
| 1Y | -21.3% | +43.0% | -64.4% | -44.9% |
| 3Y | +695.1% | +196.3% | +498.8% | +183.7% |
| All | -53.8% | +206.4% | -260.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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