+171.9%
NI vs MOD
+911.6%
-739.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.0% |
| 7D | -0.9% | -25.5% | +24.6% | +0.7% |
| 30D | +9.6% | -49.0% | +58.6% | +14.2% |
| 3M | +2.5% | -49.8% | +52.3% | +6.7% |
| 6M | -5.8% | -64.8% | +59.0% | -0.1% |
| YTD | +8.6% | -27.6% | +36.2% | +8.6% |
| 1Y | +6.0% | -35.2% | +41.2% | +6.6% |
| 3Y | +91.0% | +137.1% | -46.1% | +68.7% |
| 5Y | +104.8% | +760.3% | -655.5% | +59.3% |
| All | +171.9% | +911.6% | -739.8% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling