+6,244.8%
MS vs NTRS
+3,202.2%
+3,042.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | +0.1% |
| 7D | +2.5% | +1.7% | +0.8% | +1.1% |
| 30D | 0.0% | +0.1% | -0.2% | -0.2% |
| 3M | +2.4% | +9.8% | -7.4% | -5.3% |
| 6M | +36.4% | +34.7% | +1.7% | +5.8% |
| YTD | +23.8% | +37.4% | -13.6% | -5.7% |
| 1Y | +48.6% | +48.2% | +0.5% | +5.9% |
| 3Y | +179.1% | +163.5% | +15.6% | +19.9% |
| 5Y | +144.8% | +88.2% | +56.6% | +31.1% |
| 10Y | +794.2% | +246.8% | +547.3% | +175.5% |
| All | +6,244.8% | +3,202.2% | +3,042.6% | +639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling