+405.2%
MOD vs NTR
+83.5%
+321.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -17.8% | +4.1% | -22.0% | -19.6% |
| 30D | -43.2% | +7.0% | -50.2% | -45.2% |
| 3M | -46.0% | +9.7% | -55.7% | -48.8% |
| 6M | -62.2% | +7.4% | -69.6% | -64.2% |
| YTD | -22.8% | +19.8% | -42.6% | -32.1% |
| 1Y | -35.5% | +25.4% | -60.9% | -44.9% |
| 3Y | +128.2% | +48.6% | +79.6% | +73.5% |
| 5Y | +791.6% | +24.0% | +767.6% | +525.5% |
| All | +405.2% | +83.5% | +321.7% | +148.7% |
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