+123.8%
NOK vs MOD
+1,005.7%
-881.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.9% | -3.1% | +5.2% |
| 7D | -1.4% | -13.9% | +12.5% | +0.6% |
| 30D | -21.0% | -41.5% | +20.5% | -14.2% |
| 3M | -12.6% | -45.7% | +33.1% | -4.0% |
| 6M | -36.2% | -61.1% | +24.9% | -26.4% |
| YTD | +26.4% | -20.5% | +46.9% | +32.3% |
| 1Y | +19.6% | -32.1% | +51.7% | +27.1% |
| 3Y | +152.6% | +146.5% | +6.1% | +113.1% |
| 5Y | +57.3% | +812.7% | -755.4% | +6.7% |
| 10Y | +123.8% | +966.8% | -843.1% | +43.6% |
| All | +123.8% | +1,005.7% | -881.9% | +43.6% |
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