+3,059.8%
NTRA vs MKTX
+5.0%
+3,054.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +4.1% | +0.7% | +3.4% | +3.8% |
| 3M | +50.0% | +40.8% | +9.2% | +28.5% |
| 6M | +67.3% | -8.0% | +75.3% | +70.4% |
| YTD | +43.6% | -8.7% | +52.3% | +46.3% |
| 1Y | +89.2% | -11.8% | +101.1% | +94.5% |
| 3Y | +502.5% | -24.0% | +526.6% | +507.4% |
| 5Y | +173.8% | -60.3% | +234.1% | +279.7% |
| All | +3,059.8% | +5.0% | +3,054.7% | +2,584.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling