+3,565.2%
MOD vs NTRS
+7,693.4%
-4,128.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | 0.0% | +1.7% | -1.7% | -1.0% |
| 3M | -35.4% | +8.9% | -44.2% | -38.5% |
| 6M | -7.3% | +30.6% | -37.9% | -20.6% |
| YTD | +45.8% | +38.7% | +7.1% | +20.4% |
| 1Y | +43.1% | +48.1% | -5.0% | +14.1% |
| 3Y | +297.7% | +165.5% | +132.2% | +128.4% |
| 5Y | +1,478.8% | +85.6% | +1,393.2% | +987.4% |
| 10Y | +1,633.4% | +246.1% | +1,387.3% | +754.5% |
| All | +3,565.2% | +7,693.4% | -4,128.2% | +719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling