-7.6%
MCO vs NTRA
+92.9%
-100.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -0.4% | +4.1% | -4.5% | -0.9% |
| 3M | +7.7% | +50.0% | -42.3% | +1.6% |
| 6M | +7.0% | +67.3% | -60.3% | -1.6% |
| YTD | -6.4% | +43.6% | -50.0% | -12.2% |
| 1Y | -7.6% | +89.2% | -96.9% | -11.9% |
| All | -7.6% | +92.9% | -100.6% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling