+558.4%
MTSI vs NTRA
+3,171.2%
-2,612.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.5% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | -9.2% | +4.3% | -13.5% | -10.2% |
| 3M | -23.1% | +50.6% | -73.8% | -31.4% |
| 6M | +23.5% | +63.9% | -40.4% | +6.6% |
| YTD | +59.1% | +42.4% | +16.7% | +41.7% |
| 1Y | +106.9% | +92.1% | +14.8% | +70.1% |
| 3Y | +243.2% | +501.7% | -258.6% | +107.8% |
| 5Y | +324.5% | +171.4% | +153.1% | +185.6% |
| All | +558.4% | +3,171.2% | -2,612.9% | +173.5% |
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 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