-10.9%
MSCI vs NTRS
+88.8%
-99.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.9% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | -2.2% | +0.2% | -2.3% | -2.3% |
| 3M | -9.7% | +13.2% | -22.9% | -15.1% |
| 6M | +0.3% | +36.9% | -36.7% | -14.1% |
| YTD | -3.5% | +39.1% | -42.6% | -18.1% |
| 1Y | -1.4% | +50.4% | -51.8% | -19.5% |
| 3Y | +6.6% | +166.8% | -160.2% | -36.7% |
| 5Y | -10.9% | +92.9% | -103.8% | -38.1% |
| All | -10.9% | +88.8% | -99.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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