+389.0%
MAR vs NTRA
+1,711.9%
-1,322.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -5.7% | +4.3% | -9.9% | -6.2% |
| 3M | -14.6% | +50.6% | -65.3% | -19.4% |
| 6M | +1.3% | +63.9% | -62.6% | -5.8% |
| YTD | +6.7% | +42.4% | -35.7% | +0.8% |
| 1Y | +26.4% | +92.1% | -65.6% | +14.7% |
| 3Y | +64.7% | +501.7% | -437.0% | +27.5% |
| 5Y | +153.1% | +171.4% | -18.4% | +103.6% |
| 10Y | +437.9% | +3,161.4% | -2,723.5% | +229.0% |
| All | +389.0% | +1,711.9% | -1,322.9% | +207.7% |
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