+579.4%
NTAP vs MOD
+822.6%
-243.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +9.9% | +16.1% | -6.2% | +6.6% |
| 30D | -22.1% | -38.5% | +16.4% | -14.7% |
| 3M | -7.7% | -46.8% | +39.1% | +3.5% |
| 6M | +60.9% | -61.6% | +122.5% | +89.7% |
| YTD | +76.4% | -20.5% | +97.0% | +76.4% |
| 1Y | +69.3% | -28.0% | +97.4% | +71.7% |
| 3Y | +154.6% | +134.9% | +19.7% | +92.2% |
| 5Y | +131.4% | +833.2% | -701.7% | +25.9% |
| All | +579.4% | +822.6% | -243.2% | +247.1% |
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