+172.5%
NTRA vs MOD
+1,517.7%
-1,345.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +1.1% | +6.3% | -5.3% | -0.1% |
| 30D | +0.6% | -1.7% | +2.3% | +0.8% |
| 3M | +51.8% | -30.1% | +82.0% | +60.5% |
| 6M | +63.6% | +2.7% | +60.9% | +58.8% |
| YTD | +41.5% | +44.1% | -2.6% | +26.2% |
| 1Y | +93.6% | +38.7% | +54.9% | +71.9% |
| 3Y | +498.0% | +309.8% | +188.3% | +294.1% |
| 5Y | +172.5% | +1,569.7% | -1,397.2% | +27.0% |
| All | +172.5% | +1,517.7% | -1,345.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling