+570.0%
NBIS vs MOD
-22.6%
+592.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.2% |
| 7D | -11.6% | -17.8% | +6.2% | 0.0% |
| 30D | -39.4% | -43.2% | +3.8% | -10.3% |
| 3M | -27.2% | -46.0% | +18.8% | +10.6% |
| 6M | -24.3% | -62.2% | +37.9% | +46.7% |
| YTD | +60.1% | -22.8% | +82.9% | +78.1% |
| 1Y | +21.9% | -35.5% | +57.3% | +52.1% |
| All | +570.0% | -22.6% | +592.6% | +642.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling