+166.3%
MTZ vs NTRA
+177.1%
-10.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | -10.3% | +3.8% | -14.0% | -11.0% |
| 3M | -31.8% | +48.2% | -80.1% | -36.8% |
| 6M | -19.2% | +61.0% | -80.1% | -26.7% |
| YTD | +10.7% | +44.2% | -33.5% | +2.3% |
| 1Y | +37.5% | +87.3% | -49.7% | +21.2% |
| 3Y | +162.4% | +509.4% | -347.1% | +95.5% |
| 5Y | +166.3% | +175.1% | -8.8% | +112.2% |
| All | +166.3% | +177.1% | -10.8% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling