+453.7%
MP vs NTRS
+171.7%
+282.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.2% |
| 7D | +3.0% | +1.7% | +1.4% | +1.8% |
| 30D | +8.3% | +0.1% | +8.2% | +8.1% |
| 3M | -3.8% | +9.8% | -13.7% | -9.8% |
| 6M | -4.9% | +34.7% | -39.6% | -22.2% |
| YTD | +9.6% | +37.4% | -27.8% | -11.5% |
| 1Y | -11.7% | +48.2% | -59.9% | -32.1% |
| 3Y | +158.5% | +163.5% | -5.0% | +31.2% |
| 5Y | +68.9% | +88.2% | -19.3% | +6.6% |
| All | +453.7% | +171.7% | +282.0% | +240.5% |
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