+167.2%
NTRS vs MTCH
-0.9%
+168.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | -0.7% | +15.9% | -16.5% | -4.0% |
| 3M | +11.3% | +23.3% | -12.0% | +5.7% |
| 6M | +35.5% | +40.1% | -4.6% | +24.4% |
| YTD | +40.6% | +33.6% | +7.0% | +30.3% |
| 1Y | +49.2% | +14.1% | +35.1% | +43.1% |
| 3Y | +167.2% | +1.4% | +165.8% | +157.4% |
| All | +167.2% | -0.9% | +168.1% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling