+2,111.6%
NOW vs MOD
+1,366.7%
+744.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -21.4% | +21.1% | +2.7% |
| 7D | -27.5% | -31.3% | +3.8% | -23.8% |
| 30D | -20.0% | -46.1% | +26.1% | -13.3% |
| 3M | -7.9% | -51.1% | +43.2% | +0.8% |
| 6M | +18.3% | -62.1% | +80.4% | +31.5% |
| YTD | -29.0% | -26.2% | -2.8% | -31.2% |
| 1Y | -38.7% | -32.6% | -6.1% | -40.2% |
| 3Y | -10.3% | +133.8% | -144.2% | -34.8% |
| 5Y | -22.5% | +792.8% | -815.2% | -57.6% |
| 10Y | +553.8% | +959.8% | -406.0% | +177.9% |
| All | +2,111.6% | +1,366.7% | +744.9% | +740.9% |
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