-32.6%
MP vs NTRA
+54.6%
-87.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +9.5% | +2.7% | +6.8% | +8.8% |
| 30D | -3.0% | -19.2% | +16.2% | +2.1% |
| 3M | -30.4% | +2.7% | -33.0% | -31.3% |
| 6M | -39.2% | +63.4% | -102.5% | -47.2% |
| YTD | -23.3% | +39.3% | -62.6% | -31.7% |
| 1Y | -32.6% | +59.0% | -91.7% | -45.6% |
| All | -32.6% | +54.6% | -87.2% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling