+293.7%
MA vs NTR
+97.9%
+195.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | +1.7% | +16.8% | -15.1% | -2.8% |
| 3M | +17.2% | +20.7% | -3.6% | +10.8% |
| 6M | +13.3% | +0.5% | +12.8% | +12.0% |
| YTD | +0.2% | +29.2% | -29.0% | -8.8% |
| 1Y | -2.7% | +39.6% | -42.3% | -14.0% |
| 3Y | +39.1% | +37.9% | +1.2% | +20.6% |
| 5Y | +68.8% | +47.1% | +21.7% | +27.5% |
| All | +293.7% | +97.9% | +195.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling