+68.1%
NTAP vs MOD
-33.0%
+101.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -21.4% | +19.8% | +1.8% |
| 7D | -16.1% | -31.3% | +15.2% | -11.2% |
| 30D | -15.9% | -46.1% | +30.2% | -8.0% |
| 3M | -1.2% | -51.1% | +49.9% | +9.0% |
| 6M | +70.1% | -62.1% | +132.1% | +92.7% |
| YTD | +77.9% | -26.2% | +104.1% | +84.0% |
| 1Y | +68.1% | -32.6% | +100.7% | +75.6% |
| All | +68.1% | -33.0% | +101.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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