+1,082.7%
MOD vs NYT
+60.3%
+1,022.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.9% | +26.0% | +27.3% |
| 7D | +40.4% | +6.5% | +33.9% | +38.1% |
| 30D | -14.0% | +8.4% | -22.4% | -15.9% |
| 3M | -33.3% | +13.9% | -47.3% | -36.0% |
| 6M | -51.4% | -4.8% | -46.6% | -51.4% |
| YTD | +1.6% | +6.2% | -4.5% | -3.1% |
| 1Y | +5.4% | +14.3% | -8.9% | -2.5% |
| 3Y | +191.0% | +73.6% | +117.4% | +118.7% |
| All | +1,082.7% | +60.3% | +1,022.5% | +761.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling