+4.6%
MKTX vs NTRS
+259.9%
-255.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | +0.7% | -0.7% | +1.4% | +0.8% |
| 3M | +40.8% | +11.3% | +29.5% | +37.6% |
| 6M | -8.0% | +35.5% | -43.5% | -13.9% |
| YTD | -8.7% | +40.6% | -49.3% | -15.6% |
| 1Y | -11.8% | +49.2% | -61.0% | -19.7% |
| 3Y | -24.0% | +167.2% | -191.3% | -41.0% |
| 5Y | -60.3% | +94.9% | -155.3% | -67.4% |
| All | +4.6% | +259.9% | -255.4% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling