-1.8%
MA vs NTRA
+84.8%
-86.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +0.7% | +4.3% | -3.6% | +0.5% |
| 3M | +15.8% | +50.6% | -34.8% | +12.6% |
| 6M | +10.2% | +63.9% | -53.7% | +6.0% |
| YTD | -0.5% | +42.4% | -42.8% | -4.0% |
| 1Y | -1.8% | +92.1% | -93.9% | -8.0% |
| All | -1.8% | +84.8% | -86.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling