+169.0%
MAR vs NTR
+97.9%
+71.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.5% | -1.3% | +0.7% | -0.1% |
| 30D | -5.4% | +16.8% | -22.2% | -10.5% |
| 3M | -15.5% | +20.7% | -36.2% | -21.2% |
| 6M | +3.0% | +0.5% | +2.4% | +1.3% |
| YTD | +8.5% | +29.2% | -20.7% | -3.6% |
| 1Y | +26.0% | +39.6% | -13.6% | +8.1% |
| 3Y | +68.6% | +37.9% | +30.7% | +41.3% |
| 5Y | +157.4% | +47.1% | +110.3% | +84.5% |
| All | +169.0% | +97.9% | +71.1% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling