+1,745.1%
MOD vs NWSA
+127.4%
+1,617.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.4% |
| 7D | +9.6% | -1.9% | +11.5% | +10.8% |
| 30D | 0.0% | +4.6% | -4.6% | -3.2% |
| 3M | -35.4% | +13.2% | -48.6% | -42.0% |
| 6M | -7.3% | +27.0% | -34.3% | -23.7% |
| YTD | +45.8% | +16.8% | +29.0% | +25.6% |
| 1Y | +43.1% | +4.5% | +38.6% | +32.3% |
| 3Y | +297.7% | +46.2% | +251.4% | +196.9% |
| 5Y | +1,478.8% | +40.9% | +1,437.8% | +1,071.6% |
| 10Y | +1,633.4% | +145.1% | +1,488.3% | +746.1% |
| All | +1,745.1% | +127.4% | +1,617.7% | +825.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling