+945.4%
MSCI vs NTRA
+1,723.2%
-777.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +0.6% | +19.5% | -18.9% | -3.0% |
| 3M | -7.1% | +47.8% | -54.8% | -14.0% |
| 6M | +0.8% | +61.6% | -60.8% | -8.7% |
| YTD | +1.0% | +43.3% | -42.3% | -6.9% |
| 1Y | +4.3% | +97.0% | -92.7% | -9.5% |
| 3Y | +9.9% | +424.9% | -415.0% | -22.9% |
| 5Y | -6.8% | +165.2% | -171.9% | -31.2% |
| 10Y | +614.7% | +3,114.3% | -2,499.6% | +249.6% |
| All | +945.4% | +1,723.2% | -777.8% | +428.0% |
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