+468.5%
MSCI vs NTR
+81.1%
+387.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +17.8% | +2.0% | +15.8% | +17.2% |
| 3M | +15.2% | +6.4% | +8.8% | +13.0% |
| 6M | +16.5% | +1.6% | +14.9% | +15.3% |
| YTD | +16.4% | +18.2% | -1.9% | +9.0% |
| 1Y | +16.8% | +23.9% | -7.1% | +7.8% |
| 3Y | +35.8% | +44.7% | -8.9% | +17.1% |
| 5Y | +7.0% | +21.3% | -14.4% | -9.1% |
| All | +468.5% | +81.1% | +387.3% | +262.9% |
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