+56.5%
NTRA vs MAS
+32.5%
+24.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.5% | -13.1% | -14.2% |
| 7D | -25.0% | +2.4% | -27.4% | -25.3% |
| 30D | -21.5% | +19.8% | -41.3% | -25.0% |
| 3M | +17.1% | +9.8% | +7.2% | +14.4% |
| 6M | +44.4% | +15.8% | +28.7% | +37.8% |
| YTD | +35.6% | +31.8% | +3.8% | +29.5% |
| 1Y | +56.5% | +35.4% | +21.1% | +49.9% |
| All | +56.5% | +32.5% | +24.0% | +49.9% |
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