+134.2%
MAS vs NLY
+82.7%
+51.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.3% |
| 7D | -5.3% | -3.6% | -1.7% | -3.6% |
| 30D | -10.8% | -4.9% | -5.8% | -8.6% |
| 3M | -4.1% | +6.2% | -10.3% | -6.6% |
| 6M | +7.5% | +4.5% | +3.1% | +5.6% |
| YTD | +8.0% | +5.1% | +2.9% | +5.8% |
| 1Y | -5.8% | +13.5% | -19.4% | -11.0% |
| 3Y | +26.8% | +65.6% | -38.8% | +1.6% |
| 5Y | +24.7% | +26.9% | -2.2% | +9.4% |
| All | +134.2% | +82.7% | +51.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling