+104.2%
MTB vs NTRS
+93.2%
+11.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.9% |
| 30D | -4.8% | -0.7% | -4.1% | -4.4% |
| 3M | +6.0% | +11.3% | -5.4% | -1.5% |
| 6M | +19.6% | +35.5% | -15.9% | -3.0% |
| YTD | +21.5% | +40.6% | -19.1% | -4.4% |
| 1Y | +24.7% | +49.2% | -24.5% | -6.0% |
| 3Y | +108.6% | +167.2% | -58.6% | +4.1% |
| All | +104.2% | +93.2% | +11.0% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling