-10.1%
MSCI vs NTR
+55.5%
-65.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -1.2% | +21.7% | -22.9% | -4.3% |
| 3M | -8.4% | +22.8% | -31.2% | -11.5% |
| 6M | -1.0% | +8.2% | -9.3% | -2.9% |
| YTD | -2.3% | +32.9% | -35.2% | -7.9% |
| 1Y | -1.2% | +45.3% | -46.5% | -8.7% |
| 3Y | +7.9% | +41.7% | -33.7% | -1.2% |
| 5Y | -10.1% | +49.8% | -59.9% | -20.1% |
| All | -10.1% | +55.5% | -65.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling