+452.2%
NTRA vs MAS
+29.0%
+423.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +0.6% | -0.8% | +1.3% | +0.8% |
| 30D | +19.5% | -5.6% | +25.1% | +21.6% |
| 3M | +47.8% | +4.4% | +43.3% | +45.3% |
| 6M | +61.6% | +7.2% | +54.4% | +57.1% |
| YTD | +43.3% | +16.1% | +27.1% | +35.3% |
| 1Y | +97.0% | +0.1% | +96.9% | +94.4% |
| All | +452.2% | +29.0% | +423.2% | +364.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling