+906.4%
MOD vs NWSA
+144.8%
+761.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.1% | +5.9% |
| 7D | -25.5% | -9.4% | -16.2% | -21.7% |
| 30D | -49.0% | -7.8% | -41.2% | -47.3% |
| 3M | -49.8% | -10.8% | -39.1% | -47.5% |
| 6M | -64.8% | +1.1% | -65.8% | -67.2% |
| YTD | -27.6% | +1.8% | -29.4% | -34.0% |
| 1Y | -35.2% | +6.0% | -41.2% | -42.7% |
| 3Y | +137.1% | +24.6% | +112.6% | +87.9% |
| 5Y | +760.3% | +13.1% | +747.1% | +610.2% |
| All | +906.4% | +144.8% | +761.5% | +358.9% |
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