+84.3%
MKSI vs NTRA
+172.0%
-87.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -12.8% | +4.1% | -16.9% | -14.0% |
| 3M | -22.5% | +50.0% | -72.6% | -32.4% |
| 6M | +19.4% | +67.3% | -47.9% | -0.5% |
| YTD | +67.7% | +43.6% | +24.1% | +46.1% |
| 1Y | +131.4% | +89.2% | +42.2% | +84.7% |
| 3Y | +197.3% | +502.5% | -305.2% | +74.4% |
| All | +84.3% | +172.0% | -87.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling