+2,771.1%
NOW vs MOD
+2,796.7%
-25.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.6% |
| 7D | -2.4% | +9.6% | -12.0% | -3.6% |
| 30D | +20.5% | 0.0% | +20.5% | +20.2% |
| 3M | +18.3% | -35.4% | +53.7% | +24.2% |
| 6M | +24.1% | -7.3% | +31.3% | +20.9% |
| YTD | -7.8% | +45.8% | -53.6% | -18.1% |
| 1Y | -21.4% | +43.1% | -64.5% | -30.9% |
| 3Y | +19.5% | +297.7% | -278.1% | -18.4% |
| 5Y | +4.1% | +1,478.8% | -1,474.7% | -46.9% |
| 10Y | +826.4% | +1,633.4% | -807.0% | +281.4% |
| All | +2,771.1% | +2,796.7% | -25.6% | +900.2% |
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 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