+19,472.4%
NTAP vs MOD
+407.5%
+19,064.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.1% |
| 7D | -2.4% | +8.2% | -10.7% | -4.5% |
| 30D | -23.4% | -38.2% | +14.7% | -13.6% |
| 3M | -7.5% | -46.2% | +38.7% | +7.5% |
| 6M | +56.4% | -62.5% | +118.9% | +96.1% |
| YTD | +73.6% | -20.1% | +93.7% | +72.8% |
| 1Y | +68.4% | -29.7% | +98.1% | +71.9% |
| 3Y | +150.6% | +136.2% | +14.4% | +67.3% |
| 5Y | +122.5% | +820.4% | -697.9% | -6.1% |
| 10Y | +589.7% | +839.8% | -250.1% | +131.0% |
| All | +19,472.4% | +407.5% | +19,064.9% | +4,489.0% |
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