+73.5%
MSFT vs NTRA
+171.1%
-97.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -2.1% | +4.3% | -6.4% | -2.7% |
| 3M | +24.2% | +50.6% | -26.5% | +16.4% |
| 6M | +21.9% | +63.9% | -42.1% | +12.2% |
| YTD | +2.5% | +42.4% | -39.9% | -3.9% |
| 1Y | -0.8% | +92.1% | -92.9% | -11.1% |
| 3Y | +50.8% | +501.7% | -451.0% | +13.2% |
| 5Y | +73.5% | +171.4% | -97.9% | +37.3% |
| All | +73.5% | +171.1% | -97.6% | +37.3% |
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