+1,104.6%
MSCI vs NTRA
+1,672.7%
-568.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.0% | +2.7% | +0.3% | +2.5% |
| 30D | +17.8% | -19.2% | +37.0% | +21.7% |
| 3M | +15.2% | +2.7% | +12.5% | +13.9% |
| 6M | +16.5% | +63.4% | -46.9% | +5.3% |
| YTD | +16.4% | +39.3% | -22.9% | +7.2% |
| 1Y | +16.8% | +59.0% | -42.2% | +5.0% |
| 3Y | +35.8% | +557.4% | -521.6% | -8.7% |
| 5Y | +7.0% | +177.4% | -170.4% | -22.0% |
| 10Y | +818.6% | +2,761.8% | -1,943.2% | +352.5% |
| All | +1,104.6% | +1,672.7% | -568.2% | +507.8% |
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