+105.6%
NTAP vs MOD
+748.9%
-643.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.1% |
| 3M | -11.4% | -49.8% | +38.4% | +0.6% |
| 6M | +52.2% | -64.8% | +117.0% | +83.0% |
| YTD | +60.4% | -27.6% | +88.1% | +62.9% |
| 1Y | +51.0% | -35.2% | +86.2% | +55.8% |
| 3Y | +135.6% | +137.1% | -1.6% | +74.8% |
| All | +105.6% | +748.9% | -643.3% | +6.1% |
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 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