-7.3%
MOD vs NTR
+9.0%
-16.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +3.9% |
| 7D | +9.6% | +8.1% | +1.5% | +11.5% |
| 30D | 0.0% | +18.8% | -18.7% | +4.4% |
| 3M | -35.4% | +16.2% | -51.6% | -33.0% |
| 6M | -7.3% | +9.8% | -17.0% | -4.9% |
| All | -7.3% | +9.0% | -16.2% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling