+210.4%
MGY vs NTRA
+2,785.4%
-2,575.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +2.6% | +50.0% | -47.4% | -3.9% |
| 6M | -3.3% | +67.3% | -70.6% | -11.7% |
| YTD | +29.2% | +43.6% | -14.4% | +20.3% |
| 1Y | +18.0% | +89.2% | -71.2% | +5.0% |
| 3Y | +30.0% | +502.5% | -472.5% | -6.2% |
| 5Y | +92.7% | +173.8% | -81.1% | +48.3% |
| All | +210.4% | +2,785.4% | -2,575.0% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling