+166.5%
MAR vs NTR
+103.7%
+62.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -4.7% | +21.7% | -26.4% | -11.1% |
| 3M | -15.6% | +22.8% | -38.4% | -21.8% |
| 6M | +1.2% | +8.2% | -7.0% | -3.1% |
| YTD | +7.5% | +32.9% | -25.4% | -5.4% |
| 1Y | +26.6% | +45.3% | -18.7% | +7.1% |
| 3Y | +66.0% | +41.7% | +24.3% | +37.8% |
| 5Y | +154.1% | +49.8% | +104.3% | +81.4% |
| All | +166.5% | +103.7% | +62.8% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling