+248.8%
NBIS vs MOD
+45.0%
+203.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +5.1% |
| 7D | +8.2% | +9.6% | -1.4% | +3.0% |
| 30D | +3.4% | 0.0% | +3.4% | +3.8% |
| 3M | -12.8% | -35.4% | +22.6% | +6.6% |
| 6M | +131.5% | -7.3% | +138.8% | +150.2% |
| YTD | +170.5% | +45.8% | +124.7% | +153.9% |
| 1Y | +248.8% | +43.1% | +205.6% | +264.9% |
| All | +248.8% | +45.0% | +203.8% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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