+40.4%
MAS vs NLY
-2.2%
+42.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.3% |
| 7D | +3.6% | +2.7% | +0.9% | +1.5% |
| 30D | +23.8% | +2.3% | +21.5% | +21.6% |
| 3M | +14.4% | -15.2% | +29.6% | +30.9% |
| 6M | +19.7% | -11.2% | +30.9% | +31.8% |
| YTD | +36.0% | -7.1% | +43.1% | +43.1% |
| 1Y | +40.4% | -1.3% | +41.6% | +37.9% |
| All | +40.4% | -2.2% | +42.5% | +37.9% |
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