+158.8%
NTRA vs MSTZ
-99.1%
+257.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +0.6% |
| 7D | +0.2% | +17.0% | -16.8% | +1.4% |
| 30D | +4.1% | -61.8% | +65.9% | -1.3% |
| 3M | +50.0% | -54.6% | +104.6% | +46.1% |
| 6M | +67.3% | -59.3% | +126.6% | +65.0% |
| YTD | +43.6% | -74.6% | +118.2% | +41.6% |
| 1Y | +89.2% | -18.8% | +108.1% | +108.8% |
| All | +158.8% | -99.1% | +257.9% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling