-6.3%
MOS vs NTRA
+2,761.8%
-2,768.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -2.4% |
| 30D | +15.3% | -19.2% | +34.5% | +18.5% |
| 3M | +1.5% | +2.7% | -1.2% | +0.4% |
| 6M | -2.0% | +63.4% | -65.3% | -10.5% |
| YTD | -6.5% | +39.3% | -45.8% | -13.2% |
| 1Y | -11.1% | +59.0% | -70.1% | -19.2% |
| 3Y | -30.3% | +557.4% | -587.6% | -51.2% |
| 5Y | -33.5% | +177.4% | -210.9% | -49.7% |
| All | -6.3% | +2,761.8% | -2,768.1% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling