+214.8%
MAS vs NLY
+60.1%
+154.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +3.6% | +2.7% | +0.9% | +2.4% |
| 30D | +23.8% | +2.3% | +21.5% | +22.6% |
| 3M | +14.4% | -15.2% | +29.6% | +23.6% |
| 6M | +19.7% | -11.2% | +30.9% | +26.9% |
| YTD | +36.0% | -7.1% | +43.1% | +41.0% |
| 1Y | +40.4% | -1.3% | +41.6% | +41.7% |
| 3Y | +58.9% | +65.3% | -6.4% | +28.2% |
| 5Y | +44.5% | +8.6% | +36.0% | +36.0% |
| 10Y | +214.8% | +63.9% | +150.8% | +136.8% |
| All | +214.8% | +60.1% | +154.7% | +136.8% |
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