+287.6%
MP vs NTRA
+586.7%
-299.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +9.5% | +2.7% | +6.8% | +8.7% |
| 30D | -3.0% | -19.2% | +16.2% | +2.6% |
| 3M | -30.4% | +2.7% | -33.0% | -31.5% |
| 6M | -39.2% | +63.4% | -102.5% | -48.5% |
| YTD | -23.3% | +39.3% | -62.6% | -32.5% |
| 1Y | -32.6% | +59.0% | -91.7% | -43.0% |
| 3Y | +159.3% | +557.4% | -398.1% | +38.8% |
| 5Y | -16.4% | +177.4% | -193.8% | -45.0% |
| All | +287.6% | +586.7% | -299.1% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling