+5,059.0%
NI vs MOD
+3,565.2%
+1,493.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -1.1% |
| 7D | +2.0% | +9.6% | -7.6% | +1.1% |
| 30D | -3.5% | 0.0% | -3.6% | -3.7% |
| 3M | -9.1% | -35.4% | +26.3% | -5.7% |
| 6M | -11.8% | -7.3% | -4.6% | -12.4% |
| YTD | +1.1% | +45.8% | -44.7% | -4.6% |
| 1Y | +6.7% | +43.1% | -36.4% | +0.3% |
| 3Y | +71.1% | +297.7% | -226.6% | +38.2% |
| 5Y | +94.3% | +1,478.8% | -1,384.4% | +31.2% |
| 10Y | +135.8% | +1,633.4% | -1,497.6% | +43.0% |
| All | +5,059.0% | +3,565.2% | +1,493.7% | +2,333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling