+839.8%
MOD vs NVS
+249.7%
+590.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.0% |
| 7D | +8.2% | -2.8% | +11.1% | +9.1% |
| 30D | -38.2% | +11.5% | -49.6% | -40.4% |
| 3M | -46.2% | +3.7% | -49.9% | -47.3% |
| 6M | -62.5% | +10.4% | -72.9% | -64.3% |
| YTD | -20.1% | +19.8% | -39.9% | -25.7% |
| 1Y | -29.7% | +26.6% | -56.3% | -35.9% |
| 3Y | +136.2% | +90.1% | +46.1% | +76.7% |
| 5Y | +820.4% | +133.4% | +687.0% | +504.6% |
| 10Y | +839.8% | +251.0% | +588.9% | +452.5% |
| All | +839.8% | +249.7% | +590.1% | +452.5% |
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