+177.4%
NXT vs MOD
+734.4%
-557.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.1% |
| 7D | -1.1% | +9.6% | -10.7% | -3.7% |
| 30D | -15.3% | 0.0% | -15.4% | -15.4% |
| 3M | -43.8% | -35.4% | -8.4% | -36.6% |
| 6M | -18.7% | -7.3% | -11.4% | -16.9% |
| YTD | -3.0% | +45.8% | -48.8% | -12.0% |
| 1Y | +22.7% | +43.1% | -20.4% | +11.7% |
| 3Y | +95.9% | +297.7% | -201.8% | +32.0% |
| All | +177.4% | +734.4% | -557.0% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling