+16.3%
MOS vs NTRA
+2,995.7%
-2,979.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +1.7% | +1.6% | +0.1% | +1.4% |
| 30D | +11.7% | +3.8% | +7.9% | +11.0% |
| 3M | +23.2% | +48.2% | -25.1% | +15.0% |
| 6M | -1.6% | +61.0% | -62.6% | -9.9% |
| YTD | +10.8% | +44.2% | -33.4% | +3.0% |
| 1Y | -16.2% | +87.3% | -103.5% | -25.6% |
| 3Y | -24.2% | +509.4% | -533.6% | -46.4% |
| 5Y | -6.6% | +175.1% | -181.8% | -29.0% |
| 10Y | +16.3% | +3,203.1% | -3,186.8% | -48.9% |
| All | +16.3% | +2,995.7% | -2,979.4% | -48.9% |
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 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