-64.8%
MOD vs NWSA
+3.0%
-67.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.1% | +5.5% |
| 7D | -25.5% | -9.4% | -16.2% | -28.2% |
| 30D | -49.0% | -7.8% | -41.2% | -49.6% |
| 3M | -49.8% | -10.8% | -39.1% | -51.8% |
| 6M | -64.8% | +1.1% | -65.8% | -58.7% |
| All | -64.8% | +3.0% | -67.8% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling