+18.3%
MOD vs NYT
+15.8%
+2.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.9% | -0.7% | -3.2% | -4.1% |
| 30D | -9.6% | +4.5% | -14.1% | -8.7% |
| 3M | -30.6% | -8.5% | -22.0% | -30.8% |
| 6M | -10.9% | -15.1% | +4.1% | -10.4% |
| YTD | +34.3% | -3.3% | +37.6% | +39.9% |
| 1Y | +18.3% | +17.0% | +1.3% | +32.0% |
| All | +18.3% | +15.8% | +2.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling