+628.1%
MTSI vs NTRA
+1,723.2%
-1,095.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +2.1% | +19.5% | -17.4% | -2.7% |
| 3M | -29.7% | +47.8% | -77.5% | -36.4% |
| 6M | +12.5% | +61.6% | -49.1% | -1.4% |
| YTD | +57.0% | +43.3% | +13.8% | +40.9% |
| 1Y | +103.9% | +97.0% | +6.9% | +69.2% |
| 3Y | +223.6% | +424.9% | -201.4% | +110.7% |
| 5Y | +321.6% | +165.2% | +156.4% | +193.4% |
| 10Y | +517.7% | +3,114.3% | -2,596.6% | +174.1% |
| All | +628.1% | +1,723.2% | -1,095.1% | +225.0% |
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