+161.3%
NOC vs MOD
+1,005.7%
-844.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +2.2% |
| 7D | -2.9% | -13.9% | +11.0% | -2.3% |
| 30D | +12.1% | -41.5% | +53.7% | +15.0% |
| 3M | -5.3% | -45.7% | +40.5% | -2.7% |
| 6M | -1.0% | -61.1% | +60.1% | +3.0% |
| YTD | -4.3% | -20.5% | +16.2% | -5.1% |
| 1Y | -3.6% | -32.1% | +28.5% | -3.8% |
| 3Y | +22.9% | +146.5% | -123.6% | +8.3% |
| 5Y | +60.4% | +812.7% | -752.3% | +22.6% |
| 10Y | +161.3% | +966.8% | -805.6% | +86.2% |
| All | +161.3% | +1,005.7% | -844.5% | +86.2% |
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