+652.7%
MS vs NTRA
+1,723.2%
-1,070.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +0.3% | +47.8% | -47.5% | -5.7% |
| 6M | +31.3% | +61.6% | -30.3% | +21.3% |
| YTD | +24.7% | +43.3% | -18.6% | +16.9% |
| 1Y | +47.9% | +97.0% | -49.1% | +32.4% |
| 3Y | +178.3% | +424.9% | -246.6% | +113.7% |
| 5Y | +144.9% | +165.2% | -20.3% | +94.8% |
| 10Y | +804.5% | +3,114.3% | -2,309.8% | +380.3% |
| All | +652.7% | +1,723.2% | -1,070.5% | +298.7% |
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 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