+97.0%
NTRA vs MSTZ
-29.5%
+126.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | +0.3% |
| 7D | +0.6% | -29.7% | +30.3% | -1.0% |
| 30D | +19.5% | -65.3% | +84.8% | +13.5% |
| 3M | +47.8% | -57.3% | +105.1% | +43.9% |
| 6M | +61.6% | -61.6% | +123.3% | +58.8% |
| YTD | +43.3% | -78.3% | +121.5% | +39.9% |
| 1Y | +97.0% | -30.2% | +127.3% | +114.9% |
| All | +97.0% | -29.5% | +126.5% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling