-25.2%
NVTS vs MOD
+796.5%
-821.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.9% | +1.4% | +6.7% |
| 7D | +20.8% | -13.9% | +34.7% | +27.1% |
| 30D | -11.1% | -41.5% | +30.4% | +12.8% |
| 3M | -31.0% | -45.7% | +14.7% | -9.6% |
| 6M | -47.4% | -61.1% | +13.8% | -18.3% |
| YTD | +34.2% | -20.5% | +54.7% | +53.4% |
| 1Y | +22.2% | -32.1% | +54.3% | +48.3% |
| 3Y | +68.4% | +146.5% | -78.1% | +7.4% |
| 5Y | -39.0% | +812.7% | -851.7% | -81.0% |
| All | -25.2% | +796.5% | -821.7% | -76.5% |
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