+886.3%
MOD vs NVS
+256.0%
+630.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -17.8% | +2.5% | -20.4% | -18.6% |
| 30D | -43.2% | +13.6% | -56.8% | -45.5% |
| 3M | -46.0% | +4.1% | -50.2% | -47.2% |
| 6M | -62.2% | +11.8% | -74.0% | -64.1% |
| YTD | -22.8% | +22.0% | -44.8% | -28.5% |
| 1Y | -35.5% | +32.3% | -67.7% | -41.9% |
| 3Y | +128.2% | +93.6% | +34.6% | +70.2% |
| 5Y | +791.6% | +136.7% | +654.9% | +485.8% |
| 10Y | +886.3% | +254.6% | +631.7% | +490.5% |
| All | +886.3% | +256.0% | +630.3% | +490.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling