+1,727.4%
NTRA vs MOH
+187.9%
+1,539.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +4.1% | -0.9% | +5.0% | +4.2% |
| 3M | +50.0% | +5.7% | +44.3% | +46.9% |
| 6M | +67.3% | +39.1% | +28.2% | +50.6% |
| YTD | +43.6% | +17.7% | +25.9% | +32.3% |
| 1Y | +89.2% | +8.4% | +80.9% | +75.9% |
| 3Y | +502.5% | -36.6% | +539.1% | +514.5% |
| 5Y | +173.8% | -19.1% | +192.8% | +150.2% |
| 10Y | +3,189.3% | +262.8% | +2,926.5% | +1,657.7% |
| All | +1,727.4% | +187.9% | +1,539.5% | +1,000.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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