+29.1%
MAS vs NLY
+69.5%
-40.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | -6.7% | -1.3% | -5.4% | -5.8% |
| 3M | -3.7% | +7.6% | -11.3% | -8.3% |
| 6M | +9.0% | +8.9% | +0.1% | +3.0% |
| YTD | +10.8% | +8.1% | +2.7% | +5.1% |
| 1Y | -3.8% | +15.8% | -19.6% | -13.0% |
| All | +29.1% | +69.5% | -40.4% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling