+739.7%
MSTR vs NTRA
+1,723.2%
-983.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +12.2% | +0.6% | +11.6% | +12.0% |
| 30D | +45.2% | +19.5% | +25.7% | +37.1% |
| 3M | +10.4% | +47.8% | -37.4% | -2.9% |
| 6M | -2.5% | +61.6% | -64.1% | -17.2% |
| YTD | -6.0% | +43.3% | -49.3% | -17.4% |
| 1Y | -56.4% | +97.0% | -153.4% | -65.3% |
| 3Y | +306.3% | +424.9% | -118.6% | +144.5% |
| 5Y | +100.5% | +165.2% | -64.7% | +28.9% |
| 10Y | +741.1% | +3,114.3% | -2,373.2% | +280.2% |
| All | +739.7% | +1,723.2% | -983.5% | +290.5% |
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