+3,254.9%
NTRA vs MAS
+230.1%
+3,024.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +0.9% |
| 7D | -15.4% | +3.3% | -18.7% | -16.7% |
| 30D | -20.0% | +25.5% | -45.5% | -29.0% |
| 3M | -0.5% | +11.8% | -12.3% | -6.6% |
| 6M | +64.9% | +21.3% | +43.6% | +47.4% |
| YTD | +39.9% | +37.7% | +2.1% | +14.6% |
| 1Y | +60.5% | +41.0% | +19.5% | +29.5% |
| 3Y | +605.9% | +63.0% | +542.9% | +394.1% |
| 5Y | +183.0% | +44.1% | +138.9% | +109.2% |
| 10Y | +3,254.9% | +224.3% | +3,030.6% | +1,549.4% |
| All | +3,254.9% | +230.1% | +3,024.7% | +1,549.4% |
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