+358.1%
MA vs NTR
+81.1%
+276.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +9.6% | +2.0% | +7.6% | +9.0% |
| 3M | +16.8% | +6.4% | +10.4% | +14.4% |
| 6M | +35.2% | +1.6% | +33.6% | +33.8% |
| YTD | +16.6% | +18.2% | -1.7% | +8.5% |
| 1Y | +19.8% | +23.9% | -4.2% | +9.8% |
| 3Y | +70.7% | +44.7% | +26.0% | +44.7% |
| 5Y | +87.4% | +21.3% | +66.1% | +53.1% |
| All | +358.1% | +81.1% | +276.9% | +165.9% |
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