+66.3%
MA vs NTRA
+177.1%
-110.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -3.5% | +1.6% | -5.1% | -3.7% |
| 30D | +0.8% | +3.8% | -3.0% | +0.3% |
| 3M | +14.8% | +48.2% | -33.5% | +9.4% |
| 6M | +10.0% | +61.0% | -51.0% | +3.5% |
| YTD | -0.1% | +44.2% | -44.3% | -5.1% |
| 1Y | -2.2% | +87.3% | -89.5% | -10.0% |
| 3Y | +39.3% | +509.4% | -470.2% | +9.4% |
| 5Y | +66.3% | +175.1% | -108.8% | +38.2% |
| All | +66.3% | +177.1% | -110.8% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling