+340.3%
MTSI vs NTRA
+164.5%
+175.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -11.6% | +0.6% | -12.2% | -11.8% |
| 3M | -24.1% | +51.8% | -75.9% | -32.5% |
| 6M | +32.4% | +63.6% | -31.2% | +13.9% |
| YTD | +60.4% | +41.5% | +18.9% | +42.9% |
| 1Y | +111.0% | +93.6% | +17.3% | +71.9% |
| 3Y | +246.1% | +498.0% | -251.9% | +112.2% |
| 5Y | +340.3% | +172.5% | +167.9% | +218.6% |
| All | +340.3% | +164.5% | +175.8% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling