+76.3%
MSFU vs NTRA
+585.7%
-509.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | +4.2% | +19.5% | -15.3% | -1.3% |
| 3M | +27.9% | +47.8% | -19.9% | +14.2% |
| 6M | +37.1% | +61.6% | -24.5% | +18.7% |
| YTD | -7.4% | +43.3% | -50.6% | -17.4% |
| 1Y | -19.6% | +97.0% | -116.6% | -34.4% |
| 3Y | +33.2% | +424.9% | -391.7% | -11.9% |
| All | +76.3% | +585.7% | -509.4% | +10.4% |
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