-61.6%
MOD vs NTRS
+11.4%
-73.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.1% |
| 7D | +16.1% | +3.7% | +12.4% | +13.2% |
| 30D | -38.5% | +6.1% | -44.6% | -41.3% |
| 3M | -46.8% | -6.7% | -40.1% | -42.6% |
| 6M | -61.6% | +10.5% | -72.1% | -68.4% |
| All | -61.6% | +11.4% | -73.0% | -68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling