+30.0%
MGY vs NTRA
+507.7%
-477.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +5.3% | +4.1% | +1.2% | +4.9% |
| 3M | +2.6% | +50.0% | -47.4% | -1.2% |
| 6M | -3.3% | +67.3% | -70.6% | -8.5% |
| YTD | +29.2% | +43.6% | -14.4% | +24.2% |
| 1Y | +18.0% | +89.2% | -71.2% | +8.3% |
| 3Y | +30.0% | +502.5% | -472.5% | +4.8% |
| All | +30.0% | +507.7% | -477.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling