+513.1%
MTSI vs NTRA
+1,633.2%
-1,120.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | -3.8% | -19.7% | +15.9% | +1.0% |
| 30D | -31.4% | -22.1% | -9.2% | -27.3% |
| 3M | -23.8% | -2.0% | -21.8% | -23.8% |
| 6M | -37.1% | +60.6% | -97.7% | -44.7% |
| YTD | +32.2% | +36.2% | -4.0% | +19.6% |
| 1Y | +26.9% | +51.0% | -24.0% | +11.9% |
| 3Y | +193.7% | +567.5% | -373.7% | +81.8% |
| 5Y | +218.0% | +191.6% | +26.5% | +116.5% |
| 10Y | +477.8% | +2,914.3% | -2,436.5% | +159.3% |
| All | +513.1% | +1,633.2% | -1,120.1% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling