+18.3%
MOD vs NTR
+41.6%
-23.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.2% | -3.9% |
| 7D | -3.9% | -2.5% | -1.5% | -4.2% |
| 30D | -9.6% | +17.0% | -26.6% | -7.9% |
| 3M | -30.6% | +22.2% | -52.7% | -29.1% |
| 6M | -10.9% | +5.2% | -16.1% | -10.7% |
| YTD | +34.3% | +29.7% | +4.6% | +33.9% |
| 1Y | +18.3% | +39.4% | -21.1% | +17.4% |
| All | +18.3% | +41.6% | -23.3% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling