+22.7%
NXT vs MOD
+45.0%
-22.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.7% |
| 7D | -1.1% | +9.6% | -10.7% | -5.1% |
| 30D | -15.3% | 0.0% | -15.4% | -15.5% |
| 3M | -43.8% | -35.4% | -8.4% | -32.3% |
| 6M | -18.7% | -7.3% | -11.4% | -16.3% |
| YTD | -3.0% | +45.8% | -48.8% | -17.9% |
| 1Y | +22.7% | +43.1% | -20.4% | +6.0% |
| All | +22.7% | +45.0% | -22.3% | +6.0% |
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 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