+611.5%
MSCI vs NTRA
+3,171.2%
-2,559.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -2.2% | +4.3% | -6.5% | -3.0% |
| 3M | -9.7% | +50.6% | -60.3% | -17.2% |
| 6M | +0.3% | +63.9% | -63.7% | -10.2% |
| YTD | -3.5% | +42.4% | -45.9% | -11.5% |
| 1Y | -1.4% | +92.1% | -93.5% | -15.1% |
| 3Y | +6.6% | +501.7% | -495.2% | -29.8% |
| 5Y | -10.9% | +171.4% | -182.4% | -36.2% |
| All | +611.5% | +3,171.2% | -2,559.7% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling