+122.4%
NOK vs MOD
+1,504.3%
-1,381.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.4% |
| 7D | +7.3% | +6.3% | +0.9% | +6.2% |
| 30D | +13.8% | -1.7% | +15.4% | +14.0% |
| 3M | -27.0% | -30.1% | +3.1% | -23.2% |
| 6M | +37.6% | +2.7% | +34.9% | +37.9% |
| YTD | +64.6% | +44.1% | +20.5% | +57.1% |
| 1Y | +132.0% | +38.7% | +93.3% | +120.9% |
| 3Y | +183.7% | +309.8% | -126.1% | +119.5% |
| 5Y | +101.3% | +1,569.7% | -1,468.4% | +23.2% |
| 10Y | +122.4% | +1,520.5% | -1,398.1% | +23.8% |
| All | +122.4% | +1,504.3% | -1,381.9% | +23.8% |
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