+366.0%
MS vs NTR
+83.8%
+282.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +0.7% | +3.0% | -2.2% | -0.4% |
| 30D | -0.9% | +7.1% | -8.1% | -3.7% |
| 3M | -13.0% | +13.1% | -26.1% | -17.5% |
| 6M | -2.0% | +7.6% | -9.6% | -5.8% |
| YTD | +7.8% | +20.0% | -12.2% | -3.3% |
| 1Y | +17.9% | +30.2% | -12.3% | +1.9% |
| 3Y | +174.8% | +46.8% | +128.0% | +117.2% |
| 5Y | +119.9% | +22.7% | +97.1% | +66.8% |
| All | +366.0% | +83.8% | +282.1% | +130.4% |
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