+1,024.6%
MKTX vs NTRS
+603.3%
+421.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.6% |
| 7D | -0.2% | +1.4% | -1.6% | -1.0% |
| 30D | +0.7% | -0.7% | +1.4% | +1.0% |
| 3M | +40.8% | +11.3% | +29.5% | +32.9% |
| 6M | -8.0% | +35.5% | -43.5% | -22.4% |
| YTD | -8.7% | +40.6% | -49.3% | -25.1% |
| 1Y | -11.8% | +49.2% | -61.0% | -30.4% |
| 3Y | -24.0% | +167.2% | -191.3% | -58.7% |
| 5Y | -60.3% | +94.9% | -155.3% | -75.5% |
| 10Y | +5.0% | +259.5% | -254.5% | -64.8% |
| All | +1,024.6% | +603.3% | +421.3% | +152.3% |
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