+576.6%
NTAP vs MOD
+1,005.7%
-429.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.9% | -5.8% | +2.1% |
| 7D | -5.0% | -13.9% | +9.0% | -2.6% |
| 30D | -25.8% | -41.5% | +15.8% | -17.9% |
| 3M | -6.9% | -45.7% | +38.8% | +4.0% |
| 6M | +50.0% | -61.1% | +111.1% | +76.3% |
| YTD | +66.9% | -20.5% | +87.4% | +66.9% |
| 1Y | +58.3% | -32.1% | +90.4% | +62.3% |
| 3Y | +145.1% | +146.5% | -1.3% | +83.3% |
| 5Y | +114.2% | +812.7% | -698.5% | +17.1% |
| 10Y | +576.6% | +966.8% | -390.3% | +256.1% |
| All | +576.6% | +1,005.7% | -429.2% | +256.1% |
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