-87.2%
MSTU vs NTRA
+99.0%
-186.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +9.9% |
| 7D | -4.8% | -7.9% | +3.0% | +0.9% |
| 30D | -29.6% | -8.1% | -21.4% | -24.8% |
| 3M | +69.4% | +42.1% | +27.3% | +39.1% |
| 6M | -62.2% | +84.8% | -147.1% | -74.6% |
| YTD | -61.1% | +70.7% | -131.8% | -74.8% |
| 1Y | -87.2% | +99.0% | -186.2% | -93.9% |
| All | -87.2% | +99.0% | -186.2% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling