+127.9%
NTAP vs MOD
+1,086.9%
-958.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +27.9% | -30.4% | -7.9% |
| 7D | +7.2% | +40.4% | -33.2% | -0.7% |
| 30D | -18.4% | -14.0% | -4.4% | -17.0% |
| 3M | -11.3% | -33.3% | +22.0% | -5.6% |
| 6M | +53.8% | -51.4% | +105.2% | +71.9% |
| YTD | +72.0% | +1.6% | +70.4% | +61.7% |
| 1Y | +68.0% | +5.4% | +62.6% | +56.0% |
| 3Y | +149.5% | +191.0% | -41.5% | +76.2% |
| All | +127.9% | +1,086.9% | -958.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling