+878.4%
MSFT vs NTRA
+3,199.2%
-2,320.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +0.8% | +4.1% | -3.3% | +0.2% |
| 3M | +27.2% | +50.0% | -22.8% | +19.0% |
| 6M | +22.9% | +67.3% | -44.4% | +12.5% |
| YTD | +3.1% | +43.6% | -40.4% | -3.6% |
| 1Y | -0.3% | +89.2% | -89.5% | -10.8% |
| 3Y | +50.1% | +502.5% | -452.4% | +10.3% |
| 5Y | +74.6% | +173.8% | -99.1% | +35.5% |
| All | +878.4% | +3,199.2% | -2,320.8% | +435.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling