+1,194.3%
MSFT vs NTRA
+1,700.8%
-506.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -1.0% | +0.6% | -1.7% | -1.2% |
| 3M | +20.2% | +51.8% | -31.7% | +12.8% |
| 6M | +21.3% | +63.6% | -42.3% | +12.1% |
| YTD | +2.8% | +41.5% | -38.7% | -3.2% |
| 1Y | 0.0% | +93.6% | -93.7% | -10.1% |
| 3Y | +51.2% | +498.0% | -446.8% | +14.2% |
| 5Y | +71.4% | +172.5% | -101.0% | +35.5% |
| 10Y | +868.6% | +2,960.8% | -2,092.2% | +462.1% |
| All | +1,194.3% | +1,700.8% | -506.5% | +650.0% |
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