-32.7%
NVTS vs MOD
+716.0%
-748.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.7% | +3.8% | +6.9% |
| 7D | +1.5% | -25.5% | +27.1% | +14.2% |
| 30D | -23.8% | -49.0% | +25.2% | +2.9% |
| 3M | -30.6% | -49.8% | +19.3% | -5.7% |
| 6M | -48.4% | -64.8% | +16.4% | -16.2% |
| YTD | +20.6% | -27.6% | +48.2% | +43.8% |
| 1Y | -2.5% | -35.2% | +32.7% | +20.6% |
| 3Y | +44.0% | +137.1% | -93.2% | -6.5% |
| 5Y | -42.6% | +760.3% | -802.9% | -81.6% |
| All | -32.7% | +716.0% | -748.7% | -78.0% |
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