+244.4%
NXT vs MOD
+355.0%
-110.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.9% | -2.7% |
| 7D | +15.1% | -13.9% | +29.0% | +18.0% |
| 30D | +21.8% | -41.5% | +63.3% | +39.3% |
| 3M | +1.6% | -45.7% | +47.3% | +18.0% |
| 6M | -16.7% | -61.1% | +44.4% | +5.9% |
| YTD | +20.4% | -20.5% | +40.9% | +26.9% |
| 1Y | +0.2% | -32.1% | +32.4% | +9.4% |
| 3Y | +208.7% | +146.5% | +62.2% | +137.3% |
| All | +244.4% | +355.0% | -110.6% | +135.6% |
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