+474.4%
MSI vs NTR
+103.6%
+370.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -5.8% | +3.8% | -9.6% | -6.6% |
| 30D | -1.0% | +25.2% | -26.2% | -6.1% |
| 3M | +14.2% | +21.0% | -6.9% | +8.8% |
| 6M | +1.0% | +7.6% | -6.5% | -1.4% |
| YTD | +21.5% | +32.9% | -11.4% | +12.0% |
| 1Y | -2.1% | +43.1% | -45.2% | -11.8% |
| 3Y | +69.3% | +41.6% | +27.7% | +50.3% |
| 5Y | +99.3% | +54.8% | +44.5% | +58.3% |
| All | +474.4% | +103.6% | +370.9% | +253.9% |
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