+243.8%
MET vs NTRA
+3,199.2%
-2,955.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +0.5% | +4.1% | -3.6% | +0.1% |
| 3M | +11.6% | +50.0% | -38.4% | +6.7% |
| 6M | +40.8% | +67.3% | -26.5% | +32.7% |
| YTD | +25.7% | +43.6% | -17.9% | +20.0% |
| 1Y | +24.4% | +89.2% | -64.9% | +15.3% |
| 3Y | +67.5% | +502.5% | -435.1% | +36.8% |
| 5Y | +85.8% | +173.8% | -88.0% | +57.7% |
| All | +243.8% | +3,199.2% | -2,955.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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