+547.5%
NBIS vs MOD
-27.4%
+574.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.7% | +1.9% | +3.6% |
| 7D | -16.0% | -25.5% | +9.6% | +2.0% |
| 30D | -45.4% | -49.0% | +3.6% | -12.9% |
| 3M | -31.8% | -49.8% | +18.0% | +8.9% |
| 6M | -33.6% | -64.8% | +31.1% | +34.9% |
| YTD | +54.7% | -27.6% | +82.3% | +80.0% |
| 1Y | +18.3% | -35.2% | +53.5% | +45.7% |
| All | +547.5% | -27.4% | +574.9% | +649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling