+321.2%
MOD vs NVS
+78.3%
+242.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.2% |
| 7D | +9.6% | +4.0% | +5.6% | +9.8% |
| 30D | 0.0% | +3.6% | -3.6% | +0.2% |
| 3M | -35.4% | +7.8% | -43.2% | -35.2% |
| 6M | -7.3% | -0.2% | -7.1% | -7.9% |
| YTD | +45.8% | +19.6% | +26.2% | +49.6% |
| 1Y | +43.1% | +28.4% | +14.8% | +48.8% |
| All | +321.2% | +78.3% | +242.9% | +344.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling