+9.1%
MSCI vs NTR
+22.4%
-13.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +16.5% | +5.4% | +11.1% | +15.5% |
| 3M | +18.2% | +7.3% | +10.9% | +16.6% |
| 6M | +14.0% | +2.2% | +11.8% | +13.2% |
| YTD | +16.6% | +18.9% | -2.3% | +11.5% |
| 1Y | +14.8% | +23.7% | -8.9% | +8.9% |
| 3Y | +33.3% | +47.5% | -14.3% | +20.0% |
| 5Y | +9.1% | +22.0% | -13.0% | -10.2% |
| All | +9.1% | +22.4% | -13.3% | -10.2% |
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