+191.0%
MOD vs NVS
+90.8%
+100.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.7% | +27.9% |
| 7D | +40.4% | -1.3% | +41.7% | +40.2% |
| 30D | -14.0% | +9.3% | -23.3% | -13.0% |
| 3M | -33.3% | +5.8% | -39.1% | -32.5% |
| 6M | -51.4% | +7.2% | -58.6% | -50.7% |
| YTD | +1.6% | +20.0% | -18.3% | +6.0% |
| 1Y | +5.4% | +25.4% | -20.0% | +10.9% |
| 3Y | +191.0% | +89.2% | +101.8% | +223.2% |
| All | +191.0% | +90.8% | +100.2% | +223.2% |
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 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