+499.2%
NOW vs MOD
+911.6%
-412.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.0% |
| 7D | -3.0% | -25.5% | +22.6% | -0.2% |
| 30D | -26.0% | -49.0% | +23.0% | -20.9% |
| 3M | -13.1% | -49.8% | +36.7% | -7.2% |
| 6M | +14.5% | -64.8% | +79.3% | +25.3% |
| YTD | -33.4% | -27.6% | -5.8% | -35.3% |
| 1Y | -40.6% | -35.2% | -5.4% | -41.7% |
| 3Y | -16.3% | +137.1% | -153.5% | -35.7% |
| 5Y | -26.3% | +760.3% | -786.6% | -54.0% |
| All | +499.2% | +911.6% | -412.4% | +276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling