+1,723.2%
NTRA vs MOD
+1,700.7%
+22.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +58.4% |
| 6M | +61.6% | -7.3% | +68.9% | +60.2% |
| YTD | +43.3% | +45.8% | -2.5% | +28.5% |
| 1Y | +97.0% | +43.1% | +53.9% | +75.4% |
| 3Y | +424.9% | +297.7% | +127.2% | +262.7% |
| 5Y | +165.2% | +1,478.8% | -1,313.6% | +35.7% |
| 10Y | +3,114.3% | +1,633.4% | +1,480.9% | +1,257.5% |
| All | +1,723.2% | +1,700.7% | +22.5% | +605.2% |
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 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