+19,691.7%
NTAP vs MOD
+857.8%
+18,833.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.0% |
| 7D | -0.8% | +9.6% | -10.4% | -3.2% |
| 30D | -0.5% | 0.0% | -0.6% | -0.8% |
| 3M | +4.1% | -35.4% | +39.4% | +15.0% |
| 6M | +88.0% | -7.3% | +95.2% | +85.2% |
| YTD | +75.6% | +45.8% | +29.8% | +50.7% |
| 1Y | +58.9% | +43.1% | +15.8% | +35.0% |
| 3Y | +153.6% | +297.7% | -144.1% | +48.1% |
| 5Y | +127.6% | +1,478.8% | -1,351.1% | -15.9% |
| 10Y | +580.4% | +1,633.4% | -1,053.0% | +94.9% |
| All | +19,691.7% | +857.8% | +18,833.9% | +3,850.6% |
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