+570.8%
NTAP vs MOD
+920.5%
-349.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -7.8% | -17.8% | +10.1% | -4.6% |
| 30D | -25.8% | -43.2% | +17.4% | -17.5% |
| 3M | -11.2% | -46.0% | +34.8% | -0.7% |
| 6M | +49.9% | -62.2% | +112.2% | +77.2% |
| YTD | +66.9% | -22.8% | +89.7% | +67.8% |
| 1Y | +58.8% | -35.5% | +94.3% | +64.6% |
| 3Y | +140.8% | +128.2% | +12.6% | +82.8% |
| 5Y | +115.0% | +791.6% | -676.6% | +18.0% |
| 10Y | +570.8% | +886.3% | -315.5% | +250.7% |
| All | +570.8% | +920.5% | -349.7% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling