+4,150.7%
MU vs NTRA
+1,672.7%
+2,478.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +12.8% | +2.7% | +10.1% | +12.2% |
| 30D | -14.9% | -19.2% | +4.3% | -10.8% |
| 3M | -18.0% | +2.7% | -20.7% | -18.6% |
| 6M | -3.1% | +63.4% | -66.5% | -13.8% |
| YTD | +172.9% | +39.3% | +133.6% | +148.5% |
| 1Y | +228.8% | +59.0% | +169.8% | +190.1% |
| 3Y | +950.8% | +557.4% | +393.5% | +584.6% |
| 5Y | +931.3% | +177.4% | +753.9% | +633.0% |
| 10Y | +4,417.7% | +2,761.8% | +1,655.9% | +1,885.1% |
| All | +4,150.7% | +1,672.7% | +2,478.0% | +1,675.9% |
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