+30.7%
NBIS vs MOD
-6.2%
+36.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +27.9% | -37.8% | -23.9% |
| 7D | -10.5% | +40.4% | -50.9% | -28.3% |
| 30D | -37.7% | -14.0% | -23.7% | -33.5% |
| 3M | -54.6% | -33.3% | -21.2% | -44.2% |
| 6M | -44.1% | -51.4% | +7.3% | -20.3% |
| YTD | +38.4% | +1.6% | +36.8% | +62.6% |
| 1Y | +30.7% | +5.4% | +25.4% | +50.9% |
| All | +30.7% | -6.2% | +36.9% | +50.9% |
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