-15.0%
MP vs NTRS
+46.5%
-61.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +13.8% | +1.2% | +12.6% | +12.5% |
| 3M | -16.7% | +8.3% | -25.0% | -22.4% |
| 6M | -11.5% | +30.0% | -41.5% | -30.0% |
| YTD | +7.9% | +38.0% | -30.1% | -21.0% |
| 1Y | -15.0% | +47.4% | -62.4% | -43.4% |
| All | -15.0% | +46.5% | -61.5% | -43.4% |
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