-30.1%
NVTS vs MOD
+1,045.8%
-1,075.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +27.9% | -34.2% | -18.6% |
| 7D | +3.9% | +40.4% | -36.5% | -13.3% |
| 30D | -4.3% | -14.0% | +9.7% | -1.3% |
| 3M | -34.5% | -33.3% | -1.1% | -23.9% |
| 6M | -57.7% | -51.4% | -6.3% | -42.7% |
| YTD | +25.4% | +1.6% | +23.7% | +24.7% |
| 1Y | +13.1% | +5.4% | +7.8% | +10.1% |
| 3Y | +48.9% | +191.0% | -142.1% | -14.5% |
| 5Y | -51.8% | +1,093.1% | -1,144.9% | -87.0% |
| All | -30.1% | +1,045.8% | -1,075.9% | -80.9% |
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 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