-2.4%
NXT vs MOD
-33.9%
+31.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.9% | -3.4% |
| 7D | +15.1% | -13.9% | +29.0% | +18.6% |
| 30D | +21.8% | -41.5% | +63.3% | +47.4% |
| 3M | +1.6% | -45.7% | +47.3% | +25.6% |
| 6M | -16.7% | -61.1% | +44.4% | +18.4% |
| YTD | +20.4% | -20.5% | +40.9% | +26.9% |
| All | -2.4% | -33.9% | +31.5% | +11.0% |
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