+17.9%
NOK vs MOD
-30.7%
+48.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +11.0% | +16.1% | -5.1% | +5.3% |
| 30D | -16.0% | -38.5% | +22.5% | -1.7% |
| 3M | -19.8% | -46.8% | +27.1% | -2.1% |
| 6M | -37.1% | -61.6% | +24.5% | -16.5% |
| YTD | +28.0% | -20.5% | +48.5% | +73.0% |
| 1Y | +17.9% | -28.0% | +46.0% | +60.1% |
| All | +17.9% | -30.7% | +48.6% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling