-28.0%
MOD vs NVS
+26.1%
-54.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.1% | -1.0% | +17.1% | +16.1% |
| 30D | -38.5% | +12.5% | -51.0% | -39.1% |
| 3M | -46.8% | +5.2% | -52.0% | -47.0% |
| 6M | -61.6% | +8.2% | -69.8% | -62.7% |
| YTD | -20.5% | +19.8% | -40.3% | -21.4% |
| 1Y | -28.0% | +24.8% | -52.8% | -30.2% |
| All | -28.0% | +26.1% | -54.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling