-92.7%
MSTU vs NTRA
+96.0%
-188.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.3% |
| 7D | +21.3% | +0.6% | +20.7% | +20.9% |
| 30D | +90.8% | +19.5% | +71.3% | +72.2% |
| 3M | -6.8% | +47.8% | -54.5% | -27.8% |
| 6M | -39.8% | +61.6% | -101.5% | -58.2% |
| YTD | -55.7% | +43.3% | -98.9% | -67.1% |
| 1Y | -92.7% | +97.0% | -189.7% | -95.8% |
| All | -92.7% | +96.0% | -188.7% | -95.8% |
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 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