-25.3%
MOS vs NTRA
+491.3%
-516.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +9.5% | +0.6% | +8.9% | +9.5% |
| 30D | +10.4% | +19.5% | -9.1% | +8.6% |
| 3M | +12.9% | +47.8% | -34.9% | +8.5% |
| 6M | +1.2% | +61.6% | -60.4% | -3.9% |
| YTD | +9.3% | +43.3% | -33.9% | +4.8% |
| 1Y | -18.0% | +97.0% | -115.0% | -24.4% |
| All | -25.3% | +491.3% | -516.6% | -44.4% |
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