-16.2%
MOS vs NTRA
+97.0%
-113.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +1.7% | +1.6% | +0.1% | +1.6% |
| 30D | +11.7% | +3.8% | +7.9% | +11.6% |
| 3M | +23.2% | +48.2% | -25.1% | +22.2% |
| 6M | -1.6% | +61.0% | -62.6% | -2.3% |
| YTD | +10.8% | +44.2% | -33.4% | +8.9% |
| 1Y | -16.2% | +87.3% | -103.5% | -15.9% |
| All | -16.2% | +97.0% | -113.3% | -15.9% |
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 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