+55.1%
NTRA vs MAS
+40.8%
+14.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.0% |
| 7D | -15.4% | +3.3% | -18.7% | -16.0% |
| 30D | -20.0% | +25.5% | -45.5% | -24.5% |
| 3M | -0.5% | +11.8% | -12.3% | -3.3% |
| 6M | +64.9% | +21.3% | +43.6% | +55.4% |
| YTD | +39.9% | +37.7% | +2.1% | +31.5% |
| All | +55.1% | +40.8% | +14.2% | +45.2% |
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 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