+1,578.5%
NOK vs MOD
+1,114.3%
+464.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.8% |
| 7D | -1.8% | +9.6% | -11.4% | -3.7% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | -39.7% | -35.4% | -4.3% | -33.9% |
| 6M | +23.1% | -7.3% | +30.3% | +24.6% |
| YTD | +55.0% | +45.8% | +9.2% | +41.4% |
| 1Y | +118.0% | +43.1% | +74.9% | +97.0% |
| 3Y | +170.5% | +297.7% | -127.2% | +79.5% |
| 5Y | +84.9% | +1,478.8% | -1,393.9% | -14.1% |
| 10Y | +112.0% | +1,633.4% | -1,521.4% | -20.4% |
| All | +1,578.5% | +1,114.3% | +464.2% | +373.1% |
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