+13,624.1%
MA vs NTRS
+433.1%
+13,191.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -1.8% | +1.7% | -3.4% | -2.6% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | +17.7% | +9.8% | +7.9% | +12.0% |
| 6M | +9.7% | +34.7% | -25.0% | -6.3% |
| YTD | +0.5% | +37.4% | -36.9% | -15.4% |
| 1Y | -2.1% | +48.2% | -50.2% | -20.9% |
| 3Y | +40.1% | +163.5% | -123.4% | -18.4% |
| 5Y | +67.5% | +88.2% | -20.7% | +12.1% |
| 10Y | +505.6% | +246.8% | +258.8% | +176.7% |
| All | +13,624.1% | +433.1% | +13,191.0% | +4,329.7% |
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