+280.7%
NBIS vs MOD
+40.7%
+240.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.4% |
| 7D | +22.2% | +6.3% | +15.9% | +18.2% |
| 30D | +29.7% | -1.7% | +31.4% | +31.3% |
| 3M | +11.9% | -30.1% | +42.0% | +33.6% |
| 6M | +173.0% | +2.7% | +170.3% | +188.2% |
| YTD | +191.4% | +44.1% | +147.3% | +174.5% |
| 1Y | +280.7% | +38.7% | +242.0% | +298.6% |
| All | +280.7% | +40.7% | +240.0% | +298.6% |
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