+73.5%
NI vs MOD
+300.6%
-227.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -0.9% |
| 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% | -7.5% |
| 6M | -11.8% | -7.3% | -4.6% | -12.3% |
| YTD | +1.1% | +45.8% | -44.7% | -2.2% |
| 1Y | +6.7% | +43.1% | -36.4% | +3.1% |
| All | +73.5% | +300.6% | -227.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling