-15.6%
MOS vs NTRA
+99.0%
-114.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.6% | +16.8% | +17.4% |
| 7D | +17.9% | -7.9% | +25.8% | +18.2% |
| 30D | +1.6% | -8.1% | +9.7% | +1.8% |
| 3M | -4.0% | +42.1% | -46.1% | -5.0% |
| 6M | -4.1% | +84.8% | -88.9% | -6.5% |
| YTD | -7.8% | +70.7% | -78.5% | -10.8% |
| 1Y | -15.6% | +99.0% | -114.6% | -16.7% |
| All | -15.6% | +99.0% | -114.6% | -16.7% |
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 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