+51.0%
NTRA vs MOD
-35.8%
+86.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.4% |
| 7D | -19.7% | -17.8% | -1.9% | -18.4% |
| 30D | -22.1% | -43.2% | +21.1% | -18.4% |
| 3M | -2.0% | -46.0% | +44.0% | +2.8% |
| 6M | +60.6% | -62.2% | +122.9% | +71.6% |
| YTD | +36.2% | -22.8% | +59.0% | +40.2% |
| 1Y | +51.0% | -35.5% | +86.5% | +58.7% |
| All | +51.0% | -35.8% | +86.8% | +58.7% |
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