-7.5%
MKTX vs NTRS
+47.2%
-54.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +1.1% | +1.7% | -0.6% | +1.1% |
| 3M | +36.1% | +8.9% | +27.3% | +36.6% |
| 6M | -12.9% | +30.6% | -43.5% | -10.6% |
| YTD | -8.5% | +38.7% | -47.2% | -5.5% |
| 1Y | -7.5% | +48.1% | -55.6% | -3.7% |
| All | -7.5% | +47.2% | -54.7% | -3.7% |
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