-40.6%
NOW vs MOD
-37.3%
-3.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | +0.5% |
| 7D | -3.0% | -25.5% | +22.6% | -7.1% |
| 30D | -26.0% | -49.0% | +23.0% | -34.1% |
| 3M | -13.1% | -49.8% | +36.7% | -22.4% |
| 6M | +14.5% | -64.8% | +79.3% | -2.9% |
| YTD | -33.4% | -27.6% | -5.8% | -35.8% |
| 1Y | -40.6% | -35.2% | -5.4% | -42.8% |
| All | -40.6% | -37.3% | -3.3% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling