+494.0%
NTRA vs MOD
+331.6%
+162.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.6% |
| 7D | +0.6% | +9.6% | -9.0% | -1.1% |
| 30D | +19.5% | 0.0% | +19.5% | +19.3% |
| 3M | +47.8% | -35.4% | +83.1% | +58.3% |
| 6M | +61.6% | -7.3% | +68.9% | +59.6% |
| YTD | +43.3% | +45.8% | -2.5% | +27.0% |
| 1Y | +97.0% | +43.1% | +53.9% | +72.8% |
| All | +494.0% | +331.6% | +162.4% | +257.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling