+766.3%
MOD vs NWSA
+98.8%
+667.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.4% | +6.1% | +0.9% |
| 7D | -34.2% | -10.1% | -24.1% | -30.5% |
| 30D | -51.9% | -7.3% | -44.6% | -50.4% |
| 3M | -53.0% | -8.6% | -44.5% | -51.7% |
| 6M | -66.4% | +4.4% | -70.8% | -69.2% |
| YTD | -31.5% | +2.1% | -33.7% | -37.3% |
| 1Y | -39.6% | +4.1% | -43.6% | -45.4% |
| 3Y | +116.8% | +23.5% | +93.4% | +75.8% |
| 5Y | +713.8% | +13.5% | +700.3% | +579.8% |
| 10Y | +882.7% | +149.4% | +733.3% | +371.9% |
| All | +766.3% | +98.8% | +667.4% | +361.7% |
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 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