+503.0%
MA vs NTRA
+3,199.2%
-2,696.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | +1.7% | +4.1% | -2.4% | +1.1% |
| 3M | +17.2% | +50.0% | -32.8% | +10.5% |
| 6M | +13.3% | +67.3% | -54.0% | +4.8% |
| YTD | +0.2% | +43.6% | -43.4% | -5.7% |
| 1Y | -2.7% | +89.2% | -92.0% | -11.9% |
| 3Y | +39.1% | +502.5% | -463.5% | +4.8% |
| 5Y | +68.8% | +173.8% | -105.0% | +33.8% |
| All | +503.0% | +3,199.2% | -2,696.2% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling