+38.6%
MA vs NTRA
+510.2%
-471.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | +0.8% | +3.8% | -3.0% | +0.4% |
| 3M | +14.8% | +48.2% | -33.5% | +10.5% |
| 6M | +10.0% | +61.0% | -51.0% | +4.7% |
| YTD | -0.1% | +44.2% | -44.3% | -4.1% |
| 1Y | -2.2% | +87.3% | -89.5% | -8.6% |
| All | +38.6% | +510.2% | -471.6% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling