+6.4%
NI vs MOD
-35.8%
+42.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +1.5% | -17.8% | +19.3% | +1.9% |
| 30D | +11.9% | -43.2% | +55.1% | +13.7% |
| 3M | +9.1% | -46.0% | +55.2% | +11.1% |
| 6M | -1.8% | -62.2% | +60.5% | +0.9% |
| YTD | +11.4% | -22.8% | +34.2% | +8.6% |
| 1Y | +6.4% | -35.5% | +41.8% | +4.7% |
| All | +6.4% | -35.8% | +42.2% | +4.7% |
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 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