+556.3%
MA vs NTRA
+1,723.2%
-1,166.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +1.5% | +19.5% | -18.0% | -1.0% |
| 3M | +20.4% | +47.8% | -27.3% | +14.2% |
| 6M | +11.1% | +61.6% | -50.5% | +3.8% |
| YTD | +2.0% | +43.3% | -41.3% | -3.6% |
| 1Y | -2.2% | +97.0% | -99.2% | -11.2% |
| 3Y | +41.9% | +424.9% | -383.0% | +11.3% |
| 5Y | +75.4% | +165.2% | -89.8% | +41.8% |
| 10Y | +527.5% | +3,114.3% | -2,586.8% | +268.3% |
| All | +556.3% | +1,723.2% | -1,166.9% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling