+287.6%
MP vs NTRS
+162.0%
+125.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +9.5% | +3.2% | +6.3% | +7.3% |
| 30D | -3.0% | +9.6% | -12.6% | -8.6% |
| 3M | -30.4% | -6.0% | -24.4% | -27.7% |
| 6M | -39.2% | +10.4% | -49.6% | -43.2% |
| YTD | -23.3% | +32.5% | -55.7% | -36.7% |
| 1Y | -32.6% | +41.2% | -73.8% | -46.7% |
| 3Y | +159.3% | +173.4% | -14.1% | +28.5% |
| 5Y | -16.4% | +65.0% | -81.4% | -44.0% |
| All | +287.6% | +162.0% | +125.6% | +143.6% |
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