+1,679.9%
NTRA vs MOD
+882.0%
+798.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.9% | -6.7% | +1.3% |
| 7D | -15.4% | -13.9% | -1.5% | -13.8% |
| 30D | -20.0% | -41.5% | +21.5% | -12.7% |
| 3M | -0.5% | -45.7% | +45.2% | +9.5% |
| 6M | +64.9% | -61.1% | +126.1% | +90.2% |
| YTD | +39.9% | -20.5% | +60.3% | +38.3% |
| 1Y | +60.5% | -32.1% | +92.7% | +62.6% |
| 3Y | +605.9% | +146.5% | +459.4% | +427.5% |
| 5Y | +183.0% | +812.7% | -629.7% | +58.3% |
| 10Y | +3,254.9% | +966.8% | +2,288.0% | +1,437.3% |
| All | +1,679.9% | +882.0% | +798.0% | +658.6% |
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