+68.9%
MP vs NTRA
+164.5%
-95.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.9% |
| 7D | +3.0% | +1.1% | +2.0% | +2.7% |
| 30D | +8.3% | +0.6% | +7.7% | +8.2% |
| 3M | -3.8% | +51.8% | -55.7% | -14.7% |
| 6M | -4.9% | +63.6% | -68.5% | -18.3% |
| YTD | +9.6% | +41.5% | -31.9% | -2.1% |
| 1Y | -11.7% | +93.6% | -105.4% | -27.6% |
| 3Y | +158.5% | +498.0% | -339.5% | +51.2% |
| 5Y | +68.9% | +172.5% | -103.5% | +24.9% |
| All | +68.9% | +164.5% | -95.6% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling