+2,484.9%
MAR vs NTRS
+785.9%
+1,699.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -15.5% | +11.3% | -26.8% | -20.1% |
| 6M | +3.0% | +35.5% | -32.6% | -11.9% |
| YTD | +8.5% | +40.6% | -32.1% | -9.3% |
| 1Y | +26.0% | +49.2% | -23.3% | +1.9% |
| 3Y | +68.6% | +167.2% | -98.6% | -0.1% |
| 5Y | +157.4% | +94.9% | +62.4% | +73.5% |
| 10Y | +447.0% | +259.5% | +187.6% | +162.9% |
| All | +2,484.9% | +785.9% | +1,699.0% | +633.3% |
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