+2,336.0%
MSCI vs NTRS
+274.0%
+2,062.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.1% | +0.9% | -1.9% | -1.5% |
| 30D | -1.2% | -1.2% | +0.1% | -0.7% |
| 3M | -8.4% | +8.8% | -17.2% | -12.3% |
| 6M | -1.0% | +34.7% | -35.7% | -14.4% |
| YTD | -2.3% | +37.2% | -39.5% | -16.4% |
| 1Y | -1.2% | +46.3% | -47.5% | -18.1% |
| 3Y | +7.9% | +163.2% | -155.3% | -33.8% |
| 5Y | -10.1% | +86.9% | -97.0% | -36.4% |
| 10Y | +631.0% | +250.9% | +380.1% | +252.3% |
| All | +2,336.0% | +274.0% | +2,062.0% | +856.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling