+4,407.5%
MU vs NTRA
+2,761.8%
+1,645.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +12.8% | +2.7% | +10.1% | +12.2% |
| 30D | -14.9% | -19.2% | +4.3% | -10.4% |
| 3M | -18.0% | +2.7% | -20.7% | -18.6% |
| 6M | -3.1% | +63.4% | -66.5% | -14.6% |
| YTD | +172.9% | +39.3% | +133.6% | +146.5% |
| 1Y | +228.8% | +59.0% | +169.8% | +187.0% |
| 3Y | +950.8% | +557.4% | +393.5% | +559.4% |
| 5Y | +931.3% | +177.4% | +753.9% | +614.2% |
| All | +4,407.5% | +2,761.8% | +1,645.7% | +1,785.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling