-3.8%
MTZ vs NTRA
+54.6%
-58.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.7% |
| 30D | -6.0% | -19.2% | +13.2% | -4.0% |
| 3M | -36.1% | +2.7% | -38.8% | -38.6% |
| 6M | -56.9% | +63.4% | -120.2% | -62.8% |
| YTD | -15.9% | +39.3% | -55.2% | -23.3% |
| 1Y | -3.8% | +59.0% | -62.9% | -13.6% |
| All | -3.8% | +54.6% | -58.4% | -13.6% |
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 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