+190.2%
NI vs MOD
+827.6%
-637.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +0.6% | +8.2% | -7.7% | 0.0% |
| 30D | +11.2% | -38.2% | +49.4% | +14.4% |
| 3M | +9.2% | -46.2% | +55.4% | +13.2% |
| 6M | -1.8% | -62.5% | +60.7% | +3.8% |
| YTD | +12.0% | -20.1% | +32.1% | +11.3% |
| 1Y | +6.4% | -29.7% | +36.1% | +6.5% |
| 3Y | +99.4% | +136.2% | -36.8% | +76.0% |
| 5Y | +113.1% | +820.4% | -707.2% | +64.3% |
| All | +190.2% | +827.6% | -637.3% | +101.8% |
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 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