+99.0%
NTRA vs MTB
+27.0%
+72.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.3% |
| 7D | -7.9% | +2.0% | -9.9% | -8.4% |
| 30D | -8.1% | +2.9% | -11.1% | -8.9% |
| 3M | +42.1% | -10.7% | +52.8% | +46.9% |
| 6M | +84.8% | +6.3% | +78.5% | +76.5% |
| YTD | +70.7% | +13.8% | +56.9% | +58.8% |
| 1Y | +99.0% | +27.7% | +71.3% | +81.4% |
| All | +99.0% | +27.0% | +72.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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