+550.8%
MS vs NTRA
+1,679.9%
-1,129.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.7% |
| 7D | +0.7% | -15.4% | +16.2% | +3.1% |
| 30D | -0.9% | -20.0% | +19.1% | +2.1% |
| 3M | -13.0% | -0.5% | -12.5% | -13.3% |
| 6M | -2.0% | +64.9% | -66.9% | -9.8% |
| YTD | +7.8% | +39.9% | -32.1% | +1.0% |
| 1Y | +17.9% | +60.5% | -42.7% | +8.3% |
| 3Y | +174.8% | +605.9% | -431.1% | +102.7% |
| 5Y | +119.9% | +183.0% | -63.2% | +72.8% |
| 10Y | +578.8% | +3,254.9% | -2,676.0% | +258.5% |
| All | +550.8% | +1,679.9% | -1,129.2% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling