-24.4%
MOS vs NTRA
+634.6%
-659.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.6% | +14.7% | +1.3% |
| 7D | +21.6% | -25.0% | +46.6% | +24.2% |
| 30D | +12.0% | -21.5% | +33.4% | +13.8% |
| 3M | -3.9% | +17.1% | -20.9% | -6.0% |
| 6M | -3.3% | +44.4% | -47.8% | -7.9% |
| YTD | -4.6% | +35.6% | -40.3% | -8.9% |
| 1Y | -7.0% | +56.5% | -63.5% | -12.8% |
| 3Y | -24.4% | +620.8% | -645.2% | -48.7% |
| All | -24.4% | +634.6% | -659.0% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling