+309.8%
MOD vs NTR
+42.0%
+267.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +6.3% | +3.8% | +2.5% | +5.5% |
| 30D | -1.7% | +25.2% | -26.9% | -6.2% |
| 3M | -30.1% | +21.0% | -51.1% | -33.1% |
| 6M | +2.7% | +7.6% | -4.9% | +0.1% |
| YTD | +44.1% | +32.9% | +11.2% | +30.3% |
| 1Y | +38.7% | +43.1% | -4.3% | +21.0% |
| 3Y | +309.8% | +41.6% | +268.2% | +260.2% |
| All | +309.8% | +42.0% | +267.8% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling