+781.0%
MS vs NTRS
+259.9%
+521.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | -1.5% | +1.4% | -2.9% | -2.6% |
| 30D | -1.5% | -0.7% | -0.8% | -1.0% |
| 3M | +1.4% | +11.3% | -10.0% | -6.6% |
| 6M | +34.7% | +35.5% | -0.8% | +6.3% |
| YTD | +22.7% | +40.6% | -17.8% | -5.9% |
| 1Y | +40.1% | +49.2% | -9.1% | +2.3% |
| 3Y | +181.4% | +167.2% | +14.2% | +28.9% |
| 5Y | +142.6% | +94.9% | +47.7% | +35.4% |
| All | +781.0% | +259.9% | +521.1% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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