+1,064.5%
MOD vs NWSA
+148.1%
+916.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.7% | +25.2% | +26.2% |
| 7D | +40.4% | +2.2% | +38.2% | +39.0% |
| 30D | -14.0% | -8.8% | -5.2% | -10.0% |
| 3M | -33.3% | -6.5% | -26.8% | -32.0% |
| 6M | -51.4% | +1.5% | -52.9% | -54.6% |
| YTD | +1.6% | +4.0% | -2.4% | -8.2% |
| 1Y | +5.4% | +3.4% | +1.9% | -4.6% |
| 3Y | +191.0% | +34.8% | +156.1% | +119.5% |
| 5Y | +1,093.1% | +18.4% | +1,074.8% | +859.1% |
| All | +1,064.5% | +148.1% | +916.3% | +433.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling