+373.6%
MOD vs NTR
+81.7%
+291.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -25.5% | +3.0% | -28.5% | -26.9% |
| 30D | -49.0% | +2.2% | -51.2% | -49.9% |
| 3M | -49.8% | +7.9% | -57.7% | -52.1% |
| 6M | -64.8% | -1.5% | -63.2% | -65.3% |
| YTD | -27.6% | +18.6% | -46.3% | -36.2% |
| 1Y | -35.2% | +31.7% | -66.9% | -46.0% |
| 3Y | +137.1% | +46.4% | +90.7% | +81.3% |
| 5Y | +760.3% | +24.2% | +736.1% | +500.4% |
| All | +373.6% | +81.7% | +291.8% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling