+140.2%
MAS vs NLY
+87.7%
+52.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -6.7% | -1.3% | -5.4% | -6.1% |
| 3M | -3.7% | +7.6% | -11.3% | -6.7% |
| 6M | +9.0% | +8.9% | +0.1% | +5.0% |
| YTD | +10.8% | +8.1% | +2.7% | +7.1% |
| 1Y | -3.8% | +15.8% | -19.6% | -9.9% |
| 3Y | +30.0% | +70.2% | -40.1% | +2.9% |
| 5Y | +28.2% | +30.0% | -1.8% | +11.1% |
| All | +140.2% | +87.7% | +52.5% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling