+36.3%
NBIS vs MOD
-30.7%
+67.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.5% | -16.3% | -16.5% |
| 7D | +6.9% | +16.1% | -9.2% | -1.9% |
| 30D | -37.8% | -38.5% | +0.7% | -17.2% |
| 3M | -50.4% | -46.8% | -3.5% | -28.7% |
| 6M | -28.2% | -61.6% | +33.4% | +20.8% |
| YTD | +53.7% | -20.5% | +74.2% | +108.9% |
| 1Y | +36.3% | -28.0% | +64.3% | +92.0% |
| All | +36.3% | -30.7% | +67.0% | +92.0% |
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