+60.7%
NOK vs MOD
+1,086.9%
-1,026.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +27.9% | -30.4% | -7.7% |
| 7D | +5.4% | +40.4% | -35.1% | -2.0% |
| 30D | -14.1% | -14.0% | -0.1% | -12.6% |
| 3M | -23.6% | -33.3% | +9.8% | -18.7% |
| 6M | -45.1% | -51.4% | +6.3% | -38.6% |
| YTD | +24.7% | +1.6% | +23.1% | +26.7% |
| 1Y | +19.0% | +5.4% | +13.6% | +19.7% |
| 3Y | +147.0% | +191.0% | -44.0% | +94.1% |
| All | +60.7% | +1,086.9% | -1,026.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling