+57.4%
MAR vs NTRS
+43.5%
+13.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | +7.7% | +3.6% | +4.2% | +6.6% |
| 30D | +19.4% | +4.3% | +15.1% | +17.8% |
| 3M | +23.3% | -1.9% | +25.3% | +23.7% |
| 6M | +22.8% | +11.4% | +11.4% | +18.3% |
| YTD | +37.8% | +32.3% | +5.5% | +22.0% |
| 1Y | +57.4% | +42.5% | +14.8% | +33.7% |
| All | +57.4% | +43.5% | +13.9% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling