+1,520.5%
MOD vs NVS
+175.1%
+1,345.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.9% | +12.7% | +3.2% |
| 7D | +6.3% | -14.6% | +20.9% | +11.3% |
| 30D | -1.7% | -11.9% | +10.3% | +1.7% |
| 3M | -30.1% | -6.0% | -24.2% | -29.6% |
| 6M | +2.7% | -11.4% | +14.1% | +5.6% |
| YTD | +44.1% | +2.9% | +41.2% | +40.9% |
| 1Y | +38.7% | +10.2% | +28.5% | +32.3% |
| 3Y | +309.8% | +55.3% | +254.5% | +230.6% |
| 5Y | +1,569.7% | +89.6% | +1,480.1% | +1,088.2% |
| 10Y | +1,520.5% | +176.1% | +1,344.4% | +915.5% |
| All | +1,520.5% | +175.1% | +1,345.4% | +915.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling