+99.0%
NTRA vs MOD
-33.0%
+132.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.1% | +2.6% |
| 7D | -7.9% | -31.3% | +23.5% | -4.8% |
| 30D | -8.1% | -46.1% | +38.0% | -3.2% |
| 3M | +42.1% | -51.1% | +93.2% | +50.5% |
| 6M | +84.8% | -62.1% | +146.9% | +97.6% |
| YTD | +70.7% | -26.2% | +96.9% | +75.6% |
| 1Y | +99.0% | -32.6% | +131.6% | +104.3% |
| All | +99.0% | -33.0% | +132.0% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling