+818.0%
MTZ vs NTRA
+1,672.7%
-854.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.6% |
| 30D | -6.0% | -19.2% | +13.2% | -3.3% |
| 3M | -36.1% | +2.7% | -38.8% | -37.1% |
| 6M | -56.9% | +63.4% | -120.2% | -60.9% |
| YTD | -15.9% | +39.3% | -55.2% | -22.2% |
| 1Y | -3.8% | +59.0% | -62.9% | -13.0% |
| 3Y | +272.3% | +557.4% | -285.1% | +168.2% |
| 5Y | +91.1% | +177.4% | -86.3% | +46.3% |
| 10Y | +426.0% | +2,761.8% | -2,335.8% | +168.0% |
| All | +818.0% | +1,672.7% | -854.7% | +367.7% |
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