+374.8%
MS vs NTR
+81.1%
+293.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +5.7% | +2.0% | +3.7% | +4.8% |
| 3M | -12.2% | +6.4% | -18.6% | -14.7% |
| 6M | -0.5% | +1.6% | -2.1% | -2.1% |
| YTD | +9.8% | +18.2% | -8.4% | -0.9% |
| 1Y | +17.7% | +23.9% | -6.2% | +3.9% |
| 3Y | +176.8% | +44.7% | +132.2% | +120.1% |
| 5Y | +123.7% | +21.3% | +102.4% | +70.4% |
| All | +374.8% | +81.1% | +293.7% | +136.1% |
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