-10.1%
MSCI vs NTRA
+177.1%
-187.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | -1.2% | +3.8% | -4.9% | -1.8% |
| 3M | -8.4% | +48.2% | -56.6% | -15.0% |
| 6M | -1.0% | +61.0% | -62.0% | -10.0% |
| YTD | -2.3% | +44.2% | -46.4% | -9.7% |
| 1Y | -1.2% | +87.3% | -88.5% | -13.2% |
| 3Y | +7.9% | +509.4% | -501.5% | -27.1% |
| 5Y | -10.1% | +175.1% | -185.2% | -30.1% |
| All | -10.1% | +177.1% | -187.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling