+438.9%
MS vs NTR
+100.5%
+338.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.9% |
| 7D | +1.4% | +8.1% | -6.7% | -1.7% |
| 30D | -0.3% | +18.8% | -19.0% | -7.0% |
| 3M | +0.3% | +16.2% | -15.9% | -6.0% |
| 6M | +31.3% | +9.8% | +21.6% | +24.1% |
| YTD | +24.7% | +30.9% | -6.2% | +8.5% |
| 1Y | +47.9% | +41.8% | +6.2% | +23.4% |
| 3Y | +178.3% | +35.8% | +142.6% | +130.4% |
| 5Y | +144.9% | +51.0% | +93.8% | +65.7% |
| All | +438.9% | +100.5% | +338.4% | +158.4% |
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