+38.1%
MA vs NTRS
+165.3%
-127.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +0.7% | +0.2% | +0.5% | +0.6% |
| 3M | +15.8% | +13.2% | +2.6% | +11.9% |
| 6M | +10.2% | +36.9% | -26.7% | +0.6% |
| YTD | -0.5% | +39.1% | -39.6% | -9.8% |
| 1Y | -1.8% | +50.4% | -52.3% | -13.1% |
| All | +38.1% | +165.3% | -127.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling