+60.6%
NTRA vs MOD
-61.4%
+122.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.1% |
| 7D | -18.2% | +8.2% | -26.4% | -18.8% |
| 30D | -19.6% | -38.2% | +18.6% | -15.4% |
| 3M | +2.3% | -46.2% | +48.5% | +8.8% |
| 6M | +60.6% | -62.5% | +123.1% | +71.9% |
| All | +60.6% | -61.4% | +122.0% | +71.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling