+1,091.3%
MTZ vs NTRA
+1,723.2%
-631.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -11.1% | +19.5% | -30.6% | -14.0% |
| 3M | -36.7% | +47.8% | -84.5% | -40.9% |
| 6M | -21.9% | +61.6% | -83.6% | -28.7% |
| YTD | +9.1% | +43.3% | -34.1% | +1.6% |
| 1Y | +30.0% | +97.0% | -67.1% | +14.5% |
| 3Y | +138.5% | +424.9% | -286.5% | +78.5% |
| 5Y | +158.3% | +165.2% | -6.8% | +100.9% |
| 10Y | +700.8% | +3,114.3% | -2,413.5% | +306.9% |
| All | +1,091.3% | +1,723.2% | -631.9% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling