-51.4%
MOD vs NTRS
+11.5%
-62.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.3% | +27.5% | +27.6% |
| 7D | +40.4% | +3.2% | +37.2% | +37.3% |
| 30D | -14.0% | +9.6% | -23.6% | -20.3% |
| 3M | -33.3% | -6.0% | -27.4% | -28.5% |
| 6M | -51.4% | +10.4% | -61.8% | -59.8% |
| All | -51.4% | +11.5% | -62.9% | -59.8% |
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 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