+503.0%
MA vs NTRS
+259.9%
+243.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | +1.7% | -0.7% | +2.3% | +2.0% |
| 3M | +17.2% | +11.3% | +5.9% | +11.3% |
| 6M | +13.3% | +35.5% | -22.2% | -2.2% |
| YTD | +0.2% | +40.6% | -40.4% | -15.4% |
| 1Y | -2.7% | +49.2% | -51.9% | -20.3% |
| 3Y | +39.1% | +167.2% | -128.2% | -16.7% |
| 5Y | +68.8% | +94.9% | -26.2% | +15.2% |
| All | +503.0% | +259.9% | +243.1% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling