+5,528.0%
MS vs NTRS
+3,083.6%
+2,444.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +5.1% | +3.2% | +1.9% | +2.4% |
| 30D | +5.7% | +9.6% | -3.9% | -2.0% |
| 3M | -12.2% | -6.0% | -6.2% | -7.5% |
| 6M | -0.5% | +10.4% | -10.9% | -8.3% |
| YTD | +9.8% | +32.5% | -22.6% | -13.7% |
| 1Y | +17.7% | +41.2% | -23.5% | -12.4% |
| 3Y | +176.8% | +173.4% | +3.4% | +16.1% |
| 5Y | +123.7% | +65.0% | +58.7% | +34.5% |
| 10Y | +556.3% | +192.3% | +364.0% | +133.8% |
| All | +5,528.0% | +3,083.6% | +2,444.4% | +576.4% |
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