+99.0%
NTRA vs MAS
+40.8%
+58.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.6% |
| 7D | -7.9% | +14.2% | -22.0% | -10.8% |
| 30D | -8.1% | +26.8% | -34.9% | -13.6% |
| 3M | +42.1% | +13.1% | +29.0% | +37.7% |
| 6M | +84.8% | +27.9% | +56.9% | +73.2% |
| YTD | +70.7% | +38.7% | +32.0% | +60.3% |
| 1Y | +99.0% | +40.4% | +58.7% | +87.1% |
| All | +99.0% | +40.8% | +58.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling