+810.7%
MOD vs NWSA
+141.7%
+669.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.8% |
| 7D | +16.1% | -0.8% | +16.9% | +16.7% |
| 30D | -38.5% | -11.3% | -27.2% | -34.7% |
| 3M | -46.8% | -8.1% | -38.8% | -45.4% |
| 6M | -61.6% | -0.7% | -60.9% | -63.8% |
| YTD | -20.5% | +1.3% | -21.9% | -27.3% |
| 1Y | -28.0% | -1.3% | -26.7% | -32.8% |
| 3Y | +134.9% | +28.4% | +106.5% | +82.4% |
| 5Y | +833.2% | +15.3% | +817.9% | +660.2% |
| All | +810.7% | +141.7% | +669.0% | +322.8% |
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