+167.9%
NTRA vs MAS
+32.0%
+135.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | +0.6% | -0.8% | +1.3% | +0.9% |
| 30D | +19.5% | -5.6% | +25.1% | +22.7% |
| 3M | +47.8% | +4.4% | +43.3% | +43.8% |
| 6M | +61.6% | +7.2% | +54.4% | +54.7% |
| YTD | +43.3% | +16.1% | +27.1% | +30.4% |
| 1Y | +97.0% | +0.1% | +96.9% | +91.9% |
| 3Y | +424.9% | +28.3% | +396.6% | +320.3% |
| All | +167.9% | +32.0% | +135.9% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling