+737.1%
MTZ vs NTRA
+3,171.2%
-2,434.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.3% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | -14.8% | +4.3% | -19.1% | -15.6% |
| 3M | -30.8% | +50.6% | -81.4% | -36.1% |
| 6M | -22.6% | +63.9% | -86.6% | -30.1% |
| YTD | +6.8% | +42.4% | -35.5% | -1.2% |
| 1Y | +22.1% | +92.1% | -70.0% | +6.9% |
| 3Y | +153.1% | +501.7% | -348.6% | +79.9% |
| 5Y | +161.4% | +171.4% | -10.0% | +98.2% |
| All | +737.1% | +3,171.2% | -2,434.2% | +269.3% |
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