+248.7%
MNST vs NTRA
+3,171.2%
-2,922.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.7% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | -5.4% | +4.3% | -9.7% | -5.7% |
| 3M | -5.5% | +50.6% | -56.2% | -8.9% |
| 6M | +12.4% | +63.9% | -51.6% | +7.0% |
| YTD | +12.4% | +42.4% | -30.0% | +8.2% |
| 1Y | +37.2% | +92.1% | -54.9% | +28.4% |
| 3Y | +52.9% | +501.7% | -448.9% | +26.7% |
| 5Y | +79.7% | +171.4% | -91.8% | +53.2% |
| All | +248.7% | +3,171.2% | -2,922.5% | +156.8% |
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 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