-32.6%
MP vs NTRS
+38.4%
-71.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +9.5% | +3.2% | +6.3% | +7.0% |
| 30D | -3.0% | +9.6% | -12.6% | -9.2% |
| 3M | -30.4% | -6.0% | -24.4% | -27.4% |
| 6M | -39.2% | +10.4% | -49.6% | -44.2% |
| YTD | -23.3% | +32.5% | -55.7% | -41.8% |
| 1Y | -32.6% | +41.2% | -73.8% | -51.8% |
| All | -32.6% | +38.4% | -71.0% | -51.8% |
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 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