+291.0%
MNST vs NTRA
+1,723.2%
-1,432.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.5% |
| 30D | -7.2% | +19.5% | -26.7% | -8.6% |
| 3M | -1.0% | +47.8% | -48.8% | -4.2% |
| 6M | +11.5% | +61.6% | -50.2% | +6.7% |
| YTD | +14.3% | +43.3% | -28.9% | +10.3% |
| 1Y | +38.1% | +97.0% | -58.9% | +29.7% |
| 3Y | +55.0% | +424.9% | -369.9% | +32.0% |
| 5Y | +79.6% | +165.2% | -85.5% | +55.2% |
| 10Y | +241.8% | +3,114.3% | -2,872.5% | +150.3% |
| All | +291.0% | +1,723.2% | -1,432.3% | +179.9% |
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