+565.0%
MOD vs NTR
+81.1%
+483.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.8% |
| 7D | +40.4% | -0.3% | +40.8% | +40.7% |
| 30D | -14.0% | +2.0% | -16.0% | -15.3% |
| 3M | -33.3% | +6.4% | -39.7% | -35.9% |
| 6M | -51.4% | +1.6% | -53.0% | -52.8% |
| YTD | +1.6% | +18.2% | -16.6% | -10.2% |
| 1Y | +5.4% | +23.9% | -18.6% | -9.6% |
| 3Y | +191.0% | +44.7% | +146.3% | +124.0% |
| 5Y | +1,093.1% | +21.3% | +1,071.8% | +747.4% |
| All | +565.0% | +81.1% | +483.9% | +229.1% |
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