+300.7%
MA vs NTR
+100.5%
+200.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.7% | +8.1% | -10.8% | -4.8% |
| 30D | +1.5% | +18.8% | -17.2% | -3.4% |
| 3M | +20.4% | +16.2% | +4.2% | +15.0% |
| 6M | +11.1% | +9.8% | +1.4% | +7.0% |
| YTD | +2.0% | +30.9% | -28.9% | -7.5% |
| 1Y | -2.2% | +41.8% | -43.9% | -13.8% |
| 3Y | +41.9% | +35.8% | +6.1% | +23.8% |
| 5Y | +75.4% | +51.0% | +24.3% | +31.0% |
| All | +300.7% | +100.5% | +200.1% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling