+135.8%
NTAP vs MOD
+116.8%
+19.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -7.3% | -2.5% | -8.2% |
| 7D | -22.5% | -34.2% | +11.7% | -15.8% |
| 30D | -25.7% | -51.9% | +26.2% | -14.2% |
| 3M | -9.0% | -53.0% | +44.0% | +4.9% |
| 6M | +49.2% | -66.4% | +115.5% | +81.4% |
| YTD | +60.6% | -31.5% | +92.1% | +64.3% |
| 1Y | +48.7% | -39.6% | +88.2% | +55.3% |
| All | +135.8% | +116.8% | +19.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling