+2,914.3%
NTRA vs MAS
+219.2%
+2,695.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -19.7% | +3.6% | -23.3% | -21.0% |
| 30D | -22.1% | +23.8% | -46.0% | -30.4% |
| 3M | -2.0% | +14.4% | -16.4% | -9.1% |
| 6M | +60.6% | +19.7% | +40.9% | +44.5% |
| YTD | +36.2% | +36.0% | +0.2% | +12.5% |
| 1Y | +51.0% | +40.4% | +10.6% | +22.2% |
| 3Y | +567.5% | +58.9% | +508.6% | +374.3% |
| 5Y | +191.6% | +44.5% | +147.0% | +115.1% |
| 10Y | +2,914.3% | +214.8% | +2,699.5% | +1,434.2% |
| All | +2,914.3% | +219.2% | +2,695.1% | +1,434.2% |
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