+393.4%
MSCI vs NTR
+100.5%
+292.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +0.4% | +8.1% | -7.7% | -1.7% |
| 30D | +0.6% | +18.8% | -18.2% | -4.0% |
| 3M | -7.1% | +16.2% | -23.3% | -10.9% |
| 6M | +0.8% | +9.8% | -8.9% | -2.6% |
| YTD | +1.0% | +30.9% | -29.9% | -7.6% |
| 1Y | +4.3% | +41.8% | -37.4% | -7.1% |
| 3Y | +9.9% | +35.8% | -25.8% | -2.7% |
| 5Y | -6.8% | +51.0% | -57.8% | -26.5% |
| All | +393.4% | +100.5% | +292.8% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling