+99.0%
NTRA vs MSTZ
-63.1%
+162.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | 0.0% |
| 7D | -7.9% | +0.7% | -8.6% | -7.7% |
| 30D | -8.1% | +16.6% | -24.7% | -6.7% |
| 3M | +42.1% | -74.7% | +116.8% | +34.6% |
| 6M | +84.8% | -43.9% | +128.7% | +87.3% |
| YTD | +70.7% | -84.0% | +154.7% | +65.3% |
| 1Y | +99.0% | -65.1% | +164.1% | +105.1% |
| All | +99.0% | -63.1% | +162.1% | +105.1% |
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