+166.4%
MTZ vs NTRA
+510.2%
-343.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | +2.3% | +1.6% | +0.7% | +1.7% |
| 30D | -10.3% | +3.8% | -14.0% | -11.5% |
| 3M | -31.8% | +48.2% | -80.1% | -40.2% |
| 6M | -19.2% | +61.0% | -80.1% | -31.9% |
| YTD | +10.7% | +44.2% | -33.5% | -3.4% |
| 1Y | +37.5% | +87.3% | -49.7% | +9.3% |
| All | +166.4% | +510.2% | -343.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling