+501.5%
NOW vs MOD
+857.0%
-355.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.3% | -5.1% |
| 7D | -6.7% | -34.2% | +27.5% | -2.7% |
| 30D | -25.8% | -51.9% | +26.1% | -20.1% |
| 3M | -12.7% | -53.0% | +40.4% | -6.1% |
| 6M | +11.2% | -66.4% | +77.6% | +22.4% |
| YTD | -33.2% | -31.5% | -1.6% | -34.7% |
| 1Y | -41.8% | -39.6% | -2.3% | -42.4% |
| 3Y | -15.7% | +116.8% | -132.5% | -34.4% |
| 5Y | -26.0% | +713.8% | -739.8% | -53.5% |
| All | +501.5% | +857.0% | -355.5% | +280.0% |
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