+168.0%
NXT vs MOD
+116.8%
+51.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -4.6% |
| 7D | +24.7% | -34.2% | +58.9% | +38.6% |
| 30D | +13.0% | -51.9% | +64.9% | +38.7% |
| 3M | -0.2% | -53.0% | +52.8% | +22.6% |
| 6M | -19.3% | -66.4% | +47.1% | +9.5% |
| YTD | +14.3% | -31.5% | +45.9% | +26.3% |
| 1Y | -11.0% | -39.6% | +28.6% | +1.4% |
| All | +168.0% | +116.8% | +51.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling