+433.1%
MS vs NTR
+103.7%
+329.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.4% |
| 30D | 0.0% | +21.7% | -21.7% | -7.6% |
| 3M | +3.0% | +22.8% | -19.8% | -5.6% |
| 6M | +35.7% | +8.2% | +27.5% | +29.1% |
| YTD | +23.3% | +32.9% | -9.6% | +6.7% |
| 1Y | +44.7% | +45.3% | -0.7% | +19.5% |
| 3Y | +178.0% | +41.7% | +136.3% | +125.8% |
| 5Y | +143.2% | +49.8% | +93.4% | +66.3% |
| All | +433.1% | +103.7% | +329.4% | +154.1% |
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