Example code to ensure that a function is executed on all page loads, including MDS page loads (where partial page loading is used for navigation rather than full postbacks).

SP.MDS.OnPageLoad.js

// define a global function to execute
function $_global_onMDSPageLoad() {
    // code to execute on page load goes here
}

ExecuteOrDelayUntilScriptLoaded(function () {
    if (typeof asyncDeltaManager != "undefined")
        asyncDeltaManager.add_pageLoaded($_global_onMDSPageLoad); // execute on MDS page load
    else
        $_global_onMDSPageLoad(); // execute on non-MDS page load
}, "sp.js");