Here's a small utility to attach properly to the SharePoint lifecycle.

You use it like this:

window.LifeCycleHelper.AttachToLoad(function(){ alert('Hello World'); }); 

Utility:

//use an IIFE to create a scope and dont dirty the global scope
(function (_) {
    // use strict to ensure we dont code stupid
    'use strict';

    var initHandlers = [];
    var initMDSHandlers = [];

    var ensureSharePoint = function (handler) {
        var sodLoaded = typeof (_v_dictSod) !== 'undefined' && _v_dictSod['sp.js'] != null && _v_dictSod['sp.js'].state === Sods.loaded;

        if (sodLoaded) {
            handler();
        } else {
            SP.SOD.executeFunc('sp.js', 'SP.ClientContext', function () { });
            SP.SOD.executeOrDelayUntilScriptLoaded(handler, 'sp.js');
        }
    };

    var initMDS = function () {
        for (var i = 0; i < initMDSHandlers.length; i++) {
            initMDSHandlers[i]();
        }
    };

    var init = function () {
        // Register MDS handler
        if ('undefined' != typeof g_MinimalDownload && g_MinimalDownload && (window.location.pathname.toLowerCase()).endsWith('/_layouts/15/start.aspx') && 'undefined' != typeof asyncDeltaManager) {
            asyncDeltaManager.add_endRequest(initMDS);
        } else {
            for (var i = 0; i < initHandlers.length; i++) {
                initHandlers[i]();
            }
        }
    };

    var registerInit = function (handler) {
        initHandlers.push(handler);
    };

    var registerInitMDS = function (handler) {
        initMDSHandlers.push(handler);
    };

    var domReady = (function (handler) {
        var fns = [];
        var listener;
        var loaded = (document.documentElement.doScroll ? /^loaded|^c/ : /^loaded|^i|^c/).test(document.readyState);

        if (!loaded) {
            document.addEventListener('DOMContentLoaded', listener = function () {
                document.removeEventListener('DOMContentLoaded', listener);
                loaded = 1;
                while (listener = fns.shift()) listener();
            });
        }

        return function (fn) {
            loaded ? setTimeout(fn, 0) : fns.push(fn);
        };
    })();


    var attachToLoad = function (functionToAttach) {
        registerInit(functionToAttach);
        registerInitMDS(functionToAttach);
       domReady(function () {
           init();
        });
    };

    _.AttachToLoad = attachToLoad;

    // THIS WILL PROTECT YOUR GLOBAL VAR FROM THE GARBAGE COLLECTOR
    window.LifeCycleHelper = _;
    if (window.Function != 'undefined' && typeof (Function.registerNamespace) == 'function') {
        Function.registerNamespace('LifeCycleHelper');
    }
})({});

var theCodeYouWantToRun = function () {
    alert('theCodeYouWantToRun');
};

window.LifeCycleHelper.AttachToLoad(theCodeYouWantToRun);