+6.7%
NI vs MOD
+45.0%
-38.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -0.8% |
| 7D | +2.0% | +9.6% | -7.6% | +1.6% |
| 30D | -3.5% | 0.0% | -3.6% | -3.6% |
| 3M | -9.1% | -35.4% | +26.3% | -7.8% |
| 6M | -11.8% | -7.3% | -4.6% | -12.6% |
| YTD | +1.1% | +45.8% | -44.7% | -3.0% |
| 1Y | +6.7% | +43.1% | -36.4% | +4.1% |
| All | +6.7% | +45.0% | -38.3% | +4.1% |
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