+18,003.8%
NTAP vs MOD
+334.8%
+17,669.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -7.3% | -2.5% | -7.8% |
| 7D | -22.5% | -34.2% | +11.7% | -13.7% |
| 30D | -25.7% | -51.9% | +26.2% | -10.3% |
| 3M | -9.0% | -53.0% | +44.0% | +9.7% |
| 6M | +49.2% | -66.4% | +115.5% | +92.6% |
| YTD | +60.6% | -31.5% | +92.1% | +66.7% |
| 1Y | +48.7% | -39.6% | +88.2% | +58.0% |
| 3Y | +135.6% | +116.8% | +18.7% | +60.8% |
| 5Y | +107.8% | +713.8% | -606.0% | -9.3% |
| 10Y | +609.4% | +882.7% | -273.3% | +132.8% |
| All | +18,003.8% | +334.8% | +17,669.0% | +4,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling