+136.1%
NI vs MOD
+1,504.3%
-1,368.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +2.3% | +6.3% | -4.0% | +1.9% |
| 30D | -1.7% | -1.7% | 0.0% | -1.6% |
| 3M | -8.0% | -30.1% | +22.1% | -6.1% |
| 6M | -8.6% | +2.7% | -11.3% | -9.8% |
| YTD | +2.3% | +44.1% | -41.7% | -1.7% |
| 1Y | +6.9% | +38.7% | -31.8% | +2.5% |
| 3Y | +70.6% | +309.8% | -239.2% | +45.7% |
| 5Y | +96.4% | +1,569.7% | -1,473.3% | +46.3% |
| 10Y | +136.1% | +1,520.5% | -1,384.3% | +58.7% |
| All | +136.1% | +1,504.3% | -1,368.1% | +58.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling