+426.4%
MS vs NTR
+98.7%
+327.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.1% |
| 30D | -1.1% | +17.0% | -18.2% | -7.2% |
| 3M | +3.5% | +22.2% | -18.7% | -5.0% |
| 6M | +33.7% | +5.2% | +28.6% | +28.7% |
| YTD | +21.8% | +29.7% | -7.9% | +6.3% |
| 1Y | +41.1% | +39.4% | +1.7% | +18.6% |
| 3Y | +174.5% | +38.2% | +136.3% | +125.2% |
| 5Y | +140.7% | +47.6% | +93.0% | +65.1% |
| All | +426.4% | +98.7% | +327.7% | +153.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling