+1,735.1%
NTRA vs MTB
+157.8%
+1,577.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +3.8% | -4.6% | +8.4% | +5.1% |
| 3M | +48.2% | +6.3% | +42.0% | +45.4% |
| 6M | +61.0% | +15.6% | +45.4% | +54.2% |
| YTD | +44.2% | +20.6% | +23.6% | +36.3% |
| 1Y | +87.3% | +22.5% | +64.8% | +75.9% |
| 3Y | +509.4% | +114.4% | +395.0% | +383.4% |
| 5Y | +175.1% | +101.9% | +73.2% | +119.2% |
| 10Y | +3,203.1% | +170.4% | +3,032.7% | +2,044.4% |
| All | +1,735.1% | +157.8% | +1,577.3% | +1,131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling