+174.8%
MS vs NTRA
+574.5%
-399.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.5% |
| 7D | +0.7% | -15.4% | +16.2% | +3.9% |
| 30D | -0.9% | -20.0% | +19.1% | +3.2% |
| 3M | -13.0% | -0.5% | -12.5% | -13.5% |
| 6M | -2.0% | +64.9% | -66.9% | -13.3% |
| YTD | +7.8% | +39.9% | -32.1% | -2.2% |
| 1Y | +17.9% | +60.5% | -42.7% | +3.6% |
| 3Y | +174.8% | +605.9% | -431.1% | +73.7% |
| All | +174.8% | +574.5% | -399.7% | +73.7% |
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