+572.0%
NTAP vs MOD
+911.6%
-339.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.3% |
| 7D | -15.1% | -25.5% | +10.5% | -10.3% |
| 30D | -28.1% | -49.0% | +20.9% | -18.2% |
| 3M | -11.4% | -49.8% | +38.4% | +0.5% |
| 6M | +52.2% | -64.8% | +117.0% | +82.6% |
| YTD | +60.4% | -27.6% | +88.1% | +63.5% |
| 1Y | +51.0% | -35.2% | +86.2% | +56.3% |
| 3Y | +135.6% | +137.1% | -1.6% | +77.5% |
| 5Y | +107.5% | +760.3% | -652.8% | +14.7% |
| All | +572.0% | +911.6% | -339.6% | +262.0% |
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