+144.8%
MS vs NTRA
+164.5%
-19.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | 0.0% | +0.6% | -0.7% | -0.2% |
| 3M | +2.4% | +51.8% | -49.4% | -4.2% |
| 6M | +36.4% | +63.6% | -27.2% | +25.4% |
| YTD | +23.8% | +41.5% | -17.7% | +16.1% |
| 1Y | +48.6% | +93.6% | -45.0% | +33.0% |
| 3Y | +179.1% | +498.0% | -318.9% | +114.8% |
| 5Y | +144.8% | +172.5% | -27.6% | +97.1% |
| All | +144.8% | +164.5% | -19.7% | +97.1% |
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