+856.9%
MSI vs NTRA
+1,711.9%
-855.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -0.6% | +4.3% | -4.9% | -1.0% |
| 3M | +13.0% | +50.6% | -37.6% | +8.3% |
| 6M | +0.5% | +63.9% | -63.4% | -4.6% |
| YTD | +21.7% | +42.4% | -20.7% | +16.7% |
| 1Y | -2.6% | +92.1% | -94.7% | -9.4% |
| 3Y | +69.7% | +501.7% | -432.1% | +39.1% |
| 5Y | +102.8% | +171.4% | -68.7% | +71.3% |
| 10Y | +602.9% | +3,161.4% | -2,558.5% | +361.1% |
| All | +856.9% | +1,711.9% | -855.0% | +542.5% |
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