-39.4%
MOS vs NTRA
+1,625.9%
-1,665.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.6% | +14.7% | +2.3% |
| 7D | +21.6% | -25.0% | +46.6% | +26.3% |
| 30D | +12.0% | -21.5% | +33.4% | +15.4% |
| 3M | -3.9% | +17.1% | -20.9% | -7.1% |
| 6M | -3.3% | +44.4% | -47.8% | -9.9% |
| YTD | -4.6% | +35.6% | -40.3% | -10.9% |
| 1Y | -7.0% | +56.5% | -63.5% | -15.1% |
| 3Y | -24.4% | +620.8% | -645.2% | -47.2% |
| 5Y | -32.1% | +167.9% | -200.0% | -48.0% |
| 10Y | +10.3% | +3,576.6% | -3,566.2% | -48.9% |
| All | -39.4% | +1,625.9% | -1,665.4% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling