+2,650.8%
NTRA vs MAS
+215.0%
+2,435.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.7% | +3.0% | -0.3% | +1.2% |
| 30D | -19.2% | +22.4% | -41.6% | -27.3% |
| 3M | +2.7% | +14.5% | -11.8% | -4.7% |
| 6M | +63.4% | +27.1% | +36.2% | +42.6% |
| YTD | +39.3% | +35.8% | +3.5% | +15.1% |
| 1Y | +59.0% | +39.4% | +19.6% | +29.1% |
| 3Y | +557.4% | +60.3% | +497.1% | +364.8% |
| 5Y | +177.4% | +39.4% | +137.9% | +108.9% |
| All | +2,650.8% | +215.0% | +2,435.8% | +1,294.7% |
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