-48.5%
NVTS vs MOD
+815.4%
-863.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.8% |
| 7D | +21.6% | +16.1% | +5.5% | +13.9% |
| 30D | -8.5% | -38.5% | +30.0% | +13.5% |
| 3M | -31.4% | -46.8% | +15.5% | -9.1% |
| 6M | -50.3% | -61.6% | +11.3% | -22.7% |
| YTD | +33.9% | -20.5% | +54.4% | +53.3% |
| 1Y | +10.6% | -28.0% | +38.7% | +31.0% |
| 3Y | +52.7% | +134.9% | -82.2% | -1.2% |
| 5Y | -48.5% | +833.2% | -881.6% | -85.6% |
| All | -48.5% | +815.4% | -863.9% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling