+159.9%
NTRA vs MSTZ
-99.2%
+259.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +2.3% |
| 7D | +1.6% | -23.6% | +25.1% | +0.2% |
| 30D | +3.8% | -60.7% | +64.5% | -1.5% |
| 3M | +48.2% | -58.3% | +106.5% | +43.4% |
| 6M | +61.0% | -60.0% | +121.0% | +58.5% |
| YTD | +44.2% | -75.2% | +119.4% | +41.9% |
| 1Y | +87.3% | -19.9% | +107.2% | +106.4% |
| All | +159.9% | -99.2% | +259.0% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling