+187.7%
MO vs NTRA
+1,711.9%
-1,524.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +5.8% | +4.3% | +1.5% | +5.7% |
| 3M | -4.5% | +50.6% | -55.2% | -5.3% |
| 6M | +5.7% | +63.9% | -58.2% | +4.7% |
| YTD | +23.1% | +42.4% | -19.2% | +22.2% |
| 1Y | +10.9% | +92.1% | -81.2% | +9.3% |
| 3Y | +96.1% | +501.7% | -405.6% | +86.7% |
| 5Y | +100.1% | +171.4% | -71.4% | +92.5% |
| 10Y | +114.0% | +3,161.4% | -3,047.4% | +91.4% |
| All | +187.7% | +1,711.9% | -1,524.2% | +170.9% |
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