+5.4%
MOD vs NTRS
+38.4%
-33.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.3% | +27.5% | +27.6% |
| 7D | +40.4% | +3.2% | +37.2% | +37.2% |
| 30D | -14.0% | +9.6% | -23.6% | -20.6% |
| 3M | -33.3% | -6.0% | -27.4% | -29.7% |
| 6M | -51.4% | +10.4% | -61.8% | -55.5% |
| YTD | +1.6% | +32.5% | -30.8% | -28.2% |
| 1Y | +5.4% | +41.2% | -35.8% | -33.4% |
| All | +5.4% | +38.4% | -33.0% | -33.4% |
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