+1,181.9%
NOK vs MOD
+481.7%
+700.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.5% |
| 7D | -10.5% | -25.5% | +15.0% | -5.1% |
| 30D | -27.9% | -49.0% | +21.1% | -16.9% |
| 3M | -18.8% | -49.8% | +31.0% | -6.3% |
| 6M | -41.9% | -64.8% | +22.8% | -27.8% |
| YTD | +18.4% | -27.6% | +46.0% | +24.9% |
| 1Y | +10.9% | -35.2% | +46.1% | +18.5% |
| 3Y | +137.9% | +137.1% | +0.7% | +76.5% |
| 5Y | +47.8% | +760.3% | -712.5% | -21.9% |
| 10Y | +116.4% | +938.8% | -822.5% | -10.1% |
| All | +1,181.9% | +481.7% | +700.2% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling