-4.2%
MOS vs NTRA
+164.5%
-168.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +2.8% |
| 7D | +7.1% | +1.1% | +6.0% | +7.0% |
| 30D | +15.0% | +0.6% | +14.4% | +15.0% |
| 3M | +24.1% | +51.8% | -27.8% | +18.5% |
| 6M | +2.7% | +63.6% | -60.9% | -3.0% |
| YTD | +12.2% | +41.5% | -29.3% | +7.4% |
| 1Y | -16.3% | +93.6% | -109.9% | -22.7% |
| 3Y | -23.3% | +498.0% | -521.3% | -38.3% |
| 5Y | -4.2% | +172.5% | -176.6% | -18.1% |
| All | -4.2% | +164.5% | -168.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling