+1,676.8%
NTRA vs MOD
+886.8%
+790.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.9% |
| 7D | -18.2% | +8.2% | -26.4% | -19.5% |
| 30D | -19.6% | -38.2% | +18.6% | -13.0% |
| 3M | +2.3% | -46.2% | +48.5% | +12.8% |
| 6M | +60.6% | -62.5% | +123.1% | +86.5% |
| YTD | +39.6% | -20.1% | +59.7% | +37.9% |
| 1Y | +54.7% | -29.7% | +84.4% | +55.6% |
| 3Y | +584.3% | +136.2% | +448.0% | +415.4% |
| 5Y | +182.5% | +820.4% | -637.9% | +57.8% |
| 10Y | +2,768.3% | +839.8% | +1,928.5% | +1,241.1% |
| All | +1,676.8% | +886.8% | +790.0% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling