-14.3%
MTZ vs NTRA
+99.0%
-113.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.6% | -16.0% | -15.5% |
| 7D | -7.4% | -7.9% | +0.5% | -6.3% |
| 30D | -23.6% | -8.1% | -15.5% | -22.8% |
| 3M | -38.3% | +42.1% | -80.4% | -44.4% |
| 6M | -60.6% | +84.8% | -145.4% | -66.6% |
| YTD | -22.9% | +70.7% | -93.6% | -32.3% |
| 1Y | -14.3% | +99.0% | -113.3% | -31.7% |
| All | -14.3% | +99.0% | -113.3% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling