+379.7%
MCO vs NTRA
+1,711.9%
-1,332.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | -7.3% | -0.5% | -6.9% | -7.3% |
| 30D | -1.7% | +4.3% | -6.0% | -2.4% |
| 3M | +3.9% | +50.6% | -46.7% | -2.8% |
| 6M | +3.8% | +63.9% | -60.1% | -4.6% |
| YTD | -7.9% | +42.4% | -50.3% | -13.7% |
| 1Y | -6.8% | +92.1% | -98.9% | -16.7% |
| 3Y | +40.9% | +501.7% | -460.8% | +4.2% |
| 5Y | +27.5% | +171.4% | -143.9% | -0.7% |
| 10Y | +381.4% | +3,161.4% | -2,780.0% | +159.4% |
| All | +379.7% | +1,711.9% | -1,332.2% | +158.9% |
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