-61.6%
MOD vs NYT
-7.4%
-54.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -1.0% |
| 7D | +16.1% | +9.0% | +7.1% | +19.2% |
| 30D | -38.5% | +6.8% | -45.4% | -37.5% |
| 3M | -46.8% | +12.1% | -59.0% | -44.2% |
| 6M | -61.6% | -7.7% | -53.9% | -62.0% |
| All | -61.6% | -7.4% | -54.2% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling