+811.6%
MOD vs NTR
+103.7%
+707.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | -2.6% | +21.7% | -24.4% | -10.9% |
| 3M | -33.1% | +22.8% | -55.9% | -39.5% |
| 6M | -7.5% | +8.2% | -15.7% | -12.8% |
| YTD | +39.3% | +32.9% | +6.4% | +18.2% |
| 1Y | +34.3% | +45.3% | -11.1% | +7.8% |
| 3Y | +296.2% | +41.7% | +254.5% | +213.9% |
| 5Y | +1,504.6% | +49.8% | +1,454.7% | +917.3% |
| All | +811.6% | +103.7% | +707.9% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling