+66.3%
MA vs NTR
+55.5%
+10.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | +0.8% | +21.7% | -21.0% | -1.7% |
| 3M | +14.8% | +22.8% | -8.0% | +11.8% |
| 6M | +10.0% | +8.2% | +1.8% | +8.4% |
| YTD | -0.1% | +32.9% | -33.0% | -4.7% |
| 1Y | -2.2% | +45.3% | -47.6% | -8.1% |
| 3Y | +39.3% | +41.7% | -2.4% | +29.9% |
| 5Y | +66.3% | +49.8% | +16.5% | +43.6% |
| All | +66.3% | +55.5% | +10.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling