+6.9%
NXT vs MOD
-33.0%
+39.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -21.4% | +32.6% | +18.6% |
| 7D | +30.0% | -31.3% | +61.3% | +46.5% |
| 30D | +28.6% | -46.1% | +74.7% | +61.0% |
| 3M | +8.4% | -51.1% | +59.5% | +40.1% |
| 6M | -8.7% | -62.1% | +53.3% | +31.4% |
| YTD | +22.5% | -26.2% | +48.7% | +31.6% |
| 1Y | +6.9% | -32.6% | +39.5% | +17.5% |
| All | +6.9% | -33.0% | +39.9% | +17.5% |
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