+3,838.8%
MSI vs NTRS
+7,716.8%
-3,878.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -0.6% | +0.2% | -0.8% | -0.8% |
| 3M | +13.0% | +13.2% | -0.2% | +7.0% |
| 6M | +0.5% | +36.9% | -36.4% | -12.4% |
| YTD | +21.7% | +39.1% | -17.4% | +4.9% |
| 1Y | -2.6% | +50.4% | -53.1% | -19.1% |
| 3Y | +69.7% | +166.8% | -97.1% | +7.1% |
| 5Y | +102.8% | +92.9% | +9.9% | +42.0% |
| 10Y | +602.9% | +255.7% | +347.3% | +252.5% |
| All | +3,838.8% | +7,716.8% | -3,878.0% | +604.4% |
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