+207.3%
NXT vs MOD
+354.8%
-147.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | -6.0% | +16.1% | -22.1% | -9.8% |
| 30D | +5.4% | -38.5% | +44.0% | +18.9% |
| 3M | -9.7% | -46.8% | +37.1% | +5.5% |
| 6M | -25.3% | -61.6% | +36.3% | -4.8% |
| YTD | +7.5% | -20.5% | +28.0% | +13.3% |
| 1Y | -3.0% | -28.0% | +25.0% | +4.5% |
| 3Y | +171.4% | +134.9% | +36.4% | +110.3% |
| All | +207.3% | +354.8% | -147.5% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling