+39.4%
MAS vs NLY
-6.9%
+46.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | +3.0% | -5.9% | +8.9% | +8.1% |
| 30D | +22.4% | -2.8% | +25.2% | +25.3% |
| 3M | +14.5% | -21.6% | +36.1% | +39.7% |
| 6M | +27.1% | -14.5% | +41.7% | +44.7% |
| YTD | +35.8% | -12.4% | +48.2% | +49.3% |
| 1Y | +39.4% | -7.3% | +46.7% | +43.0% |
| All | +39.4% | -6.9% | +46.3% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling