+70.7%
MSFU vs NTRA
+590.2%
-519.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -6.3% | +3.8% | -10.0% | -7.3% |
| 3M | +40.0% | +48.2% | -8.3% | +24.9% |
| 6M | +30.1% | +61.0% | -30.9% | +12.8% |
| YTD | -10.3% | +44.2% | -54.5% | -20.2% |
| 1Y | -19.0% | +87.3% | -106.3% | -33.0% |
| 3Y | +25.8% | +509.4% | -483.6% | -19.3% |
| All | +70.7% | +590.2% | -519.5% | +6.7% |
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