-30.6%
MOS vs NTRA
+1,723.2%
-1,753.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +10.4% | +19.5% | -9.1% | +7.1% |
| 3M | +12.9% | +47.8% | -34.9% | +5.8% |
| 6M | +1.2% | +61.6% | -60.4% | -7.0% |
| YTD | +9.3% | +43.3% | -33.9% | +2.0% |
| 1Y | -18.0% | +97.0% | -115.0% | -27.4% |
| 3Y | -29.0% | +424.9% | -453.9% | -47.7% |
| 5Y | -9.6% | +165.2% | -174.8% | -30.2% |
| 10Y | +6.1% | +3,114.3% | -3,108.2% | -50.0% |
| All | -30.6% | +1,723.2% | -1,753.8% | -66.1% |
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 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