+1,106.9%
MSCI vs NTRA
+1,676.8%
-569.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | -1.9% | -18.2% | +16.3% | +1.3% |
| 30D | +16.5% | -19.6% | +36.1% | +20.4% |
| 3M | +18.2% | +2.3% | +15.9% | +17.0% |
| 6M | +14.0% | +60.6% | -46.6% | +3.3% |
| YTD | +16.6% | +39.6% | -23.0% | +7.4% |
| 1Y | +14.8% | +54.7% | -39.9% | +3.7% |
| 3Y | +33.3% | +584.3% | -551.0% | -11.1% |
| 5Y | +9.1% | +182.5% | -173.4% | -20.7% |
| 10Y | +820.4% | +2,768.3% | -1,948.0% | +353.2% |
| All | +1,106.9% | +1,676.8% | -569.9% | +508.8% |
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