+173.5%
NTRA vs MKTX
-60.5%
+234.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | +50.0% | +40.8% | +9.2% | +36.2% |
| 6M | +67.3% | -8.0% | +75.3% | +70.3% |
| YTD | +43.6% | -8.7% | +52.3% | +46.2% |
| 1Y | +89.2% | -11.8% | +101.1% | +94.1% |
| 3Y | +502.5% | -24.0% | +526.6% | +503.1% |
| All | +173.5% | -60.5% | +234.0% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling