+679.5%
MKSI vs NTRA
+1,727.4%
-1,047.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -12.8% | +4.1% | -16.9% | -13.7% |
| 3M | -22.5% | +50.0% | -72.6% | -30.2% |
| 6M | +19.4% | +67.3% | -47.9% | +3.9% |
| YTD | +67.7% | +43.6% | +24.1% | +51.0% |
| 1Y | +131.4% | +89.2% | +42.2% | +94.9% |
| 3Y | +197.3% | +502.5% | -305.2% | +92.6% |
| 5Y | +87.0% | +173.8% | -86.8% | +31.5% |
| 10Y | +522.1% | +3,189.3% | -2,667.2% | +187.7% |
| All | +679.5% | +1,727.4% | -1,047.9% | +260.8% |
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 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