+1,504.6%
MOD vs NTRS
+88.7%
+1,415.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +3.6% | +0.9% | +2.7% | +3.0% |
| 30D | -2.6% | -1.2% | -1.4% | -1.8% |
| 3M | -33.1% | +8.8% | -41.9% | -37.2% |
| 6M | -7.5% | +34.7% | -42.2% | -26.0% |
| YTD | +39.3% | +37.2% | +2.0% | +9.7% |
| 1Y | +34.3% | +46.3% | -12.1% | +1.2% |
| 3Y | +296.2% | +163.2% | +133.0% | +98.8% |
| 5Y | +1,504.6% | +86.9% | +1,417.6% | +871.8% |
| All | +1,504.6% | +88.7% | +1,415.9% | +871.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling