-0.2%
NVTS vs MOD
-33.9%
+33.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.9% | +1.4% | +5.2% |
| 7D | +20.8% | -13.9% | +34.7% | +28.3% |
| 30D | -11.1% | -41.5% | +30.4% | +22.6% |
| 3M | -31.0% | -45.7% | +14.7% | -0.7% |
| 6M | -47.4% | -61.1% | +13.8% | -5.3% |
| YTD | +34.2% | -20.5% | +54.7% | +93.1% |
| All | -0.2% | -33.9% | +33.7% | +55.5% |
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 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