+1,119.4%
NBIS vs MOD
+44.5%
+1,074.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.6% |
| 7D | +22.2% | +6.3% | +15.9% | +17.1% |
| 30D | +29.7% | -1.7% | +31.4% | +31.5% |
| 3M | +11.9% | -30.1% | +42.0% | +45.2% |
| 6M | +173.0% | +2.7% | +170.3% | +168.1% |
| YTD | +191.4% | +44.1% | +147.3% | +112.7% |
| 1Y | +280.7% | +38.7% | +242.0% | +171.4% |
| All | +1,119.4% | +44.5% | +1,074.9% | +786.2% |
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