+2,768.3%
NTRA vs MAS
+217.4%
+2,551.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -18.2% | -1.8% | -16.4% | -17.3% |
| 30D | -19.6% | +23.6% | -43.2% | -28.0% |
| 3M | +2.3% | +12.4% | -10.2% | -4.2% |
| 6M | +60.6% | +21.9% | +38.7% | +43.3% |
| YTD | +39.6% | +36.1% | +3.5% | +15.2% |
| 1Y | +54.7% | +39.5% | +15.2% | +25.6% |
| 3Y | +584.3% | +59.1% | +525.1% | +385.7% |
| 5Y | +182.5% | +44.4% | +138.1% | +108.4% |
| 10Y | +2,768.3% | +217.0% | +2,551.4% | +1,338.8% |
| All | +2,768.3% | +217.4% | +2,551.0% | +1,338.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling