+114.4%
NI vs MOD
+815.4%
-701.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +3.1% | +16.1% | -13.0% | +2.2% |
| 30D | +11.2% | -38.5% | +49.7% | +13.9% |
| 3M | +9.8% | -46.8% | +56.7% | +13.3% |
| 6M | -1.6% | -61.6% | +60.0% | +2.9% |
| YTD | +12.6% | -20.5% | +33.2% | +11.8% |
| 1Y | +7.8% | -28.0% | +35.8% | +7.5% |
| 3Y | +100.5% | +134.9% | -34.4% | +77.1% |
| 5Y | +114.4% | +833.2% | -718.7% | +67.4% |
| All | +114.4% | +815.4% | -701.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling