+481.0%
MSTR vs NTRA
+2,761.8%
-2,280.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -13.4% | +2.7% | -16.1% | -14.3% |
| 30D | -22.1% | -19.2% | -2.9% | -16.5% |
| 3M | +15.0% | +2.7% | +12.3% | +13.7% |
| 6M | -37.3% | +63.4% | -100.7% | -47.9% |
| YTD | -26.5% | +39.3% | -65.8% | -36.2% |
| 1Y | -46.5% | +59.0% | -105.5% | -55.7% |
| 3Y | +121.1% | +557.4% | -436.3% | +16.3% |
| 5Y | +37.5% | +177.4% | -139.9% | -17.4% |
| All | +481.0% | +2,761.8% | -2,280.8% | +134.3% |
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