+552.4%
MS vs NTRA
+1,633.2%
-1,080.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.6% |
| 7D | +0.8% | -19.7% | +20.5% | +3.9% |
| 30D | -0.7% | -22.1% | +21.4% | +2.7% |
| 3M | -12.4% | -2.0% | -10.4% | -12.5% |
| 6M | -1.7% | +60.6% | -62.4% | -9.2% |
| YTD | +8.0% | +36.2% | -28.1% | +1.7% |
| 1Y | +16.2% | +51.0% | -34.8% | +7.7% |
| 3Y | +171.3% | +567.5% | -396.2% | +101.7% |
| 5Y | +124.8% | +191.6% | -66.8% | +75.9% |
| 10Y | +553.7% | +2,914.3% | -2,360.6% | +249.6% |
| All | +552.4% | +1,633.2% | -1,080.8% | +246.6% |
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