-41.8%
NOW vs MOD
-37.4%
-4.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.3% | -7.0% |
| 7D | -6.7% | -34.2% | +27.5% | -12.4% |
| 30D | -25.8% | -51.9% | +26.1% | -34.4% |
| 3M | -12.7% | -53.0% | +40.4% | -22.9% |
| 6M | +11.2% | -66.4% | +77.6% | -6.2% |
| YTD | -33.2% | -31.5% | -1.6% | -36.2% |
| 1Y | -41.8% | -39.6% | -2.3% | -44.4% |
| All | -41.8% | -37.4% | -4.5% | -44.4% |
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