+45.5%
NOK vs MOD
+748.9%
-703.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.6% |
| 7D | -10.5% | -25.5% | +15.0% | -5.7% |
| 30D | -27.9% | -49.0% | +21.1% | -18.4% |
| 3M | -18.8% | -49.8% | +31.0% | -7.9% |
| 6M | -41.9% | -64.8% | +22.8% | -30.2% |
| YTD | +18.4% | -27.6% | +46.0% | +29.3% |
| 1Y | +10.9% | -35.2% | +46.1% | +22.2% |
| 3Y | +137.9% | +137.1% | +0.7% | +96.1% |
| All | +45.5% | +748.9% | -703.4% | -12.3% |
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