+36.5%
NTRS vs MTCH
+28.3%
+8.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.3% |
| 7D | -0.9% | -8.2% | +7.3% | +0.4% |
| 30D | +1.1% | -3.6% | +4.7% | +1.4% |
| 3M | -6.6% | +3.2% | -9.8% | -7.7% |
| 6M | +7.1% | +5.1% | +2.0% | +5.0% |
| YTD | +27.4% | +24.0% | +3.3% | +18.1% |
| 1Y | +36.5% | +20.7% | +15.9% | +27.0% |
| All | +36.5% | +28.3% | +8.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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