+3,059.8%
NTRA vs RMBS
+566.4%
+2,493.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | +0.2% | +1.8% | -1.5% | -0.4% |
| 30D | +4.1% | -13.9% | +18.0% | +9.6% |
| 3M | +50.0% | -39.8% | +89.8% | +75.8% |
| 6M | +67.3% | -6.0% | +73.3% | +55.0% |
| YTD | +43.6% | -5.4% | +48.9% | +27.7% |
| 1Y | +89.2% | -1.8% | +91.1% | +59.9% |
| 3Y | +502.5% | +53.7% | +448.9% | +252.9% |
| 5Y | +173.8% | +268.5% | -94.8% | -15.0% |
| All | +3,059.8% | +566.4% | +2,493.3% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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