+377.5%
MSCI vs NTR
+97.9%
+279.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -1.1% | +16.8% | -17.9% | -5.2% |
| 3M | -6.3% | +20.7% | -27.1% | -11.1% |
| 6M | +2.1% | +0.5% | +1.6% | +1.0% |
| YTD | -2.3% | +29.2% | -31.4% | -10.3% |
| 1Y | -3.9% | +39.6% | -43.5% | -14.1% |
| 3Y | +7.5% | +37.9% | -30.4% | -5.5% |
| 5Y | -9.8% | +47.1% | -56.8% | -28.3% |
| All | +377.5% | +97.9% | +279.6% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling