+3,203.1%
NTRA vs MOD
+1,486.8%
+1,716.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.5% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | +3.8% | -2.6% | +6.4% | +4.1% |
| 3M | +48.2% | -33.1% | +81.4% | +58.2% |
| 6M | +61.0% | -7.5% | +68.5% | +59.6% |
| YTD | +44.2% | +39.3% | +4.9% | +30.0% |
| 1Y | +87.3% | +34.3% | +53.0% | +68.0% |
| 3Y | +509.4% | +296.2% | +213.2% | +314.8% |
| 5Y | +175.1% | +1,504.6% | -1,329.5% | +36.0% |
| 10Y | +3,203.1% | +1,511.5% | +1,691.6% | +1,133.3% |
| All | +3,203.1% | +1,486.8% | +1,716.3% | +1,133.3% |
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 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