-32.6%
MOD vs NTRS
+43.5%
-76.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.6% | -23.9% |
| 7D | -31.3% | +3.6% | -34.9% | -33.7% |
| 30D | -46.1% | +4.3% | -50.4% | -48.3% |
| 3M | -51.1% | -1.9% | -49.2% | -50.6% |
| 6M | -62.1% | +11.4% | -73.5% | -65.9% |
| YTD | -26.2% | +32.3% | -58.5% | -50.2% |
| 1Y | -32.6% | +42.5% | -75.1% | -59.7% |
| All | -32.6% | +43.5% | -76.0% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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