-1.6%
MOS vs NTRA
+3,019.8%
-3,021.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +24.8% | -19.7% | +44.5% | +28.6% |
| 30D | +22.7% | -22.1% | +44.8% | +26.7% |
| 3M | -1.2% | -2.0% | +0.8% | -1.6% |
| 6M | +5.5% | +60.6% | -55.1% | -3.4% |
| YTD | -2.0% | +36.2% | -38.1% | -8.6% |
| 1Y | -7.9% | +51.0% | -58.9% | -15.7% |
| 3Y | -25.0% | +567.5% | -592.5% | -47.6% |
| 5Y | -27.7% | +191.6% | -219.3% | -45.8% |
| 10Y | -1.6% | +2,914.3% | -2,915.9% | -53.5% |
| All | -1.6% | +3,019.8% | -3,021.4% | -53.5% |
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