+144.8%
MS vs NTR
+51.1%
+93.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +2.5% | +3.8% | -1.4% | +1.7% |
| 30D | 0.0% | +25.2% | -25.3% | -4.5% |
| 3M | +2.4% | +21.0% | -18.6% | -1.6% |
| 6M | +36.4% | +7.6% | +28.8% | +33.3% |
| YTD | +23.8% | +32.9% | -9.0% | +14.7% |
| 1Y | +48.6% | +43.1% | +5.6% | +34.7% |
| 3Y | +179.1% | +41.6% | +137.6% | +149.5% |
| 5Y | +144.8% | +54.8% | +90.1% | +91.5% |
| All | +144.8% | +51.1% | +93.7% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling