+2,914.3%
NTRA vs MOD
+920.5%
+1,993.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -19.7% | -17.8% | -1.9% | -17.4% |
| 30D | -22.1% | -43.2% | +21.1% | -14.4% |
| 3M | -2.0% | -46.0% | +44.0% | +8.1% |
| 6M | +60.6% | -62.2% | +122.9% | +86.5% |
| YTD | +36.2% | -22.8% | +59.0% | +35.3% |
| 1Y | +51.0% | -35.5% | +86.5% | +54.3% |
| 3Y | +567.5% | +128.2% | +439.2% | +402.6% |
| 5Y | +191.6% | +791.6% | -600.0% | +61.7% |
| 10Y | +2,914.3% | +886.3% | +2,028.0% | +1,253.5% |
| All | +2,914.3% | +920.5% | +1,993.8% | +1,253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling