+184.7%
MS vs NTRA
+482.3%
-297.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -0.3% | +19.5% | -19.8% | -4.1% |
| 3M | +0.3% | +47.8% | -47.5% | -7.9% |
| 6M | +31.3% | +61.6% | -30.3% | +17.2% |
| YTD | +24.7% | +43.3% | -18.6% | +13.9% |
| 1Y | +47.9% | +97.0% | -49.1% | +26.1% |
| All | +184.7% | +482.3% | -297.6% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling