+149.4%
MAR vs NTRS
+93.2%
+56.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -0.5% | +1.4% | -1.9% | -1.2% |
| 30D | -5.4% | -0.7% | -4.8% | -5.2% |
| 3M | -15.5% | +11.3% | -26.8% | -19.7% |
| 6M | +3.0% | +35.5% | -32.6% | -10.8% |
| YTD | +8.5% | +40.6% | -32.1% | -8.1% |
| 1Y | +26.0% | +49.2% | -23.3% | +3.4% |
| 3Y | +68.6% | +167.2% | -98.6% | +3.8% |
| All | +149.4% | +93.2% | +56.2% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling