+255.5%
NTRS vs MDY
+177.2%
+78.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.2% |
| 7D | +1.4% | -1.9% | +3.2% | +3.3% |
| 30D | -0.7% | -4.6% | +4.0% | +4.3% |
| 3M | +11.3% | -1.2% | +12.6% | +12.5% |
| 6M | +35.5% | +9.2% | +26.3% | +23.2% |
| YTD | +40.6% | +13.1% | +27.5% | +23.3% |
| 1Y | +49.2% | +13.0% | +36.2% | +31.0% |
| 3Y | +167.2% | +49.2% | +118.0% | +74.6% |
| 5Y | +94.9% | +47.2% | +47.7% | +29.6% |
| All | +255.5% | +177.2% | +78.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling