+73.2%
MSFU vs NTRA
+587.3%
-514.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +0.5% | +4.1% | -3.6% | -0.7% |
| 3M | +51.9% | +50.0% | +1.8% | +35.1% |
| 6M | +35.0% | +67.3% | -32.4% | +15.8% |
| YTD | -9.0% | +43.6% | -52.6% | -19.0% |
| 1Y | -18.8% | +89.2% | -108.1% | -33.0% |
| 3Y | +25.5% | +502.5% | -477.0% | -19.3% |
| All | +73.2% | +587.3% | -514.1% | +8.3% |
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 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