+321.2%
MOD vs NWSA
+47.8%
+273.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | +9.6% | -1.9% | +11.5% | +10.5% |
| 30D | 0.0% | +4.6% | -4.6% | -2.3% |
| 3M | -35.4% | +13.2% | -48.6% | -40.6% |
| 6M | -7.3% | +27.0% | -34.3% | -22.7% |
| YTD | +45.8% | +16.8% | +29.0% | +28.8% |
| 1Y | +43.1% | +4.5% | +38.6% | +38.6% |
| All | +321.2% | +47.8% | +273.3% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling