+36.0%
MSCI vs NTRA
+563.8%
-527.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -1.9% | -18.2% | +16.3% | -0.2% |
| 30D | +16.5% | -19.6% | +36.1% | +18.6% |
| 3M | +18.2% | +2.3% | +15.9% | +17.5% |
| 6M | +14.0% | +60.6% | -46.6% | +7.3% |
| YTD | +16.6% | +39.6% | -23.0% | +10.9% |
| 1Y | +14.8% | +54.7% | -39.9% | +7.8% |
| All | +36.0% | +563.8% | -527.8% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling