+244.4%
NXT vs MOD
+314.1%
-69.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +3.8% |
| 7D | +32.2% | -25.5% | +57.8% | +40.9% |
| 30D | +21.9% | -49.0% | +70.9% | +44.9% |
| 3M | +6.6% | -49.8% | +56.4% | +26.6% |
| 6M | -16.8% | -64.8% | +48.0% | +8.8% |
| YTD | +20.4% | -27.6% | +48.1% | +30.3% |
| 1Y | -1.5% | -35.2% | +33.7% | +9.2% |
| 3Y | +182.4% | +137.1% | +45.2% | +121.1% |
| All | +244.4% | +314.1% | -69.7% | +142.0% |
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 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