+24.1%
MSFU vs NTRA
+502.5%
-478.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -6.9% | -0.5% | -6.5% | -6.8% |
| 30D | -5.1% | +4.3% | -9.4% | -6.4% |
| 3M | +44.6% | +50.6% | -6.0% | +26.6% |
| 6M | +32.8% | +63.9% | -31.1% | +12.4% |
| YTD | -10.1% | +42.4% | -52.4% | -20.9% |
| 1Y | -19.4% | +92.1% | -111.5% | -35.6% |
| All | +24.1% | +502.5% | -478.4% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling