-1.5%
NXT vs MOD
-37.3%
+35.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +3.4% |
| 7D | +32.2% | -25.5% | +57.8% | +43.6% |
| 30D | +21.9% | -49.0% | +70.9% | +55.3% |
| 3M | +6.6% | -49.8% | +56.4% | +35.3% |
| 6M | -16.8% | -64.8% | +48.0% | +22.4% |
| YTD | +20.4% | -27.6% | +48.1% | +32.0% |
| 1Y | -1.5% | -35.2% | +33.7% | +11.5% |
| All | -1.5% | -37.3% | +35.8% | +11.5% |
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