-88.0%
MSTU vs NTRA
+157.5%
-245.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.8% |
| 7D | -16.6% | +0.2% | -16.8% | -16.7% |
| 30D | +69.7% | +4.1% | +65.6% | +65.9% |
| 3M | -7.5% | +50.0% | -57.5% | -40.1% |
| 6M | -43.1% | +67.3% | -110.4% | -68.9% |
| YTD | -63.0% | +43.6% | -106.6% | -76.0% |
| 1Y | -93.8% | +89.2% | -183.0% | -97.1% |
| All | -88.0% | +157.5% | -245.5% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling