+443.0%
MP vs NTRA
+610.8%
-167.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.5% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | -0.7% | +3.8% | -4.4% | -1.7% |
| 3M | 0.0% | +48.2% | -48.2% | -11.5% |
| 6M | -10.0% | +61.0% | -70.9% | -23.3% |
| YTD | +7.5% | +44.2% | -36.7% | -5.6% |
| 1Y | -14.0% | +87.3% | -101.3% | -30.1% |
| 3Y | +153.5% | +509.4% | -355.9% | +39.0% |
| 5Y | +62.7% | +175.1% | -112.4% | +8.5% |
| All | +443.0% | +610.8% | -167.8% | +210.3% |
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