-7.8%
NVTS vs MOD
+1,544.1%
-1,551.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +4.3% |
| 7D | +2.7% | +9.6% | -6.9% | -1.6% |
| 30D | -4.5% | 0.0% | -4.5% | -4.1% |
| 3M | -61.5% | -35.4% | -26.2% | -52.6% |
| 6M | +28.0% | -7.3% | +35.3% | +37.5% |
| YTD | +65.3% | +45.8% | +19.5% | +44.8% |
| 1Y | +113.0% | +43.1% | +69.9% | +88.0% |
| 3Y | +34.7% | +297.7% | -263.0% | -31.1% |
| All | -7.8% | +1,544.1% | -1,551.9% | -77.9% |
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