+502.4%
MTSI vs NTRA
+2,796.3%
-2,294.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +29.1% | -11.2% | +40.3% | +32.3% |
| 30D | -20.4% | -18.4% | -2.0% | -16.3% |
| 3M | -20.9% | +2.2% | -23.1% | -21.7% |
| 6M | -32.3% | +58.1% | -90.4% | -40.9% |
| YTD | +43.5% | +41.0% | +2.5% | +27.5% |
| 1Y | +43.8% | +54.1% | -10.3% | +24.8% |
| 3Y | +218.8% | +590.9% | -372.2% | +86.9% |
| 5Y | +228.3% | +180.7% | +47.6% | +118.6% |
| All | +502.4% | +2,796.3% | -2,294.0% | +161.3% |
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