+1,625.9%
NTRA vs MAS
+309.7%
+1,316.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.9% | -12.7% | -13.6% |
| 7D | -25.0% | +2.0% | -27.0% | -25.8% |
| 30D | -21.5% | +19.4% | -40.8% | -28.3% |
| 3M | +17.1% | +9.4% | +7.6% | +11.5% |
| 6M | +44.4% | +15.3% | +29.1% | +32.8% |
| YTD | +35.6% | +31.3% | +4.3% | +14.5% |
| 1Y | +56.5% | +34.9% | +21.7% | +29.9% |
| 3Y | +620.8% | +58.6% | +562.2% | +418.1% |
| 5Y | +167.9% | +40.7% | +127.2% | +102.7% |
| 10Y | +3,576.6% | +220.4% | +3,356.1% | +1,710.6% |
| All | +1,625.9% | +309.7% | +1,316.2% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling