+640.6%
MA vs NTRA
+1,694.1%
-1,053.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.5% | -11.2% | +10.7% | +0.7% |
| 30D | +7.9% | -18.4% | +26.3% | +10.2% |
| 3M | +16.8% | +2.2% | +14.6% | +15.9% |
| 6M | +31.0% | +58.1% | -27.2% | +22.6% |
| YTD | +15.0% | +41.0% | -25.9% | +8.5% |
| 1Y | +17.0% | +54.1% | -37.1% | +9.1% |
| 3Y | +68.5% | +590.9% | -522.5% | +27.6% |
| 5Y | +85.0% | +180.7% | -95.8% | +48.2% |
| 10Y | +561.3% | +2,796.3% | -2,235.0% | +289.2% |
| All | +640.6% | +1,694.1% | -1,053.5% | +341.9% |
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