-32.6%
MOD vs NWSA
+18.2%
-50.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.7% | -25.2% | -19.1% |
| 7D | -31.3% | +4.3% | -35.6% | -29.0% |
| 30D | -46.1% | +5.6% | -51.7% | -43.9% |
| 3M | -51.1% | +7.3% | -58.4% | -48.5% |
| 6M | -62.1% | +18.8% | -80.9% | -58.6% |
| YTD | -26.2% | +17.9% | -44.1% | -18.8% |
| 1Y | -32.6% | +19.3% | -51.9% | -26.5% |
| All | -32.6% | +18.2% | -50.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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