+33.9%
MAS vs NLY
+30.4%
+3.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | -8.1% | -1.4% | -6.7% | -7.3% |
| 3M | +3.3% | +12.0% | -8.7% | -3.1% |
| 6M | +12.4% | +8.3% | +4.1% | +7.5% |
| YTD | +13.3% | +8.6% | +4.7% | +8.1% |
| 1Y | -4.7% | +16.9% | -21.6% | -12.8% |
| 3Y | +33.0% | +71.0% | -38.1% | -1.3% |
| 5Y | +33.9% | +31.1% | +2.8% | +11.9% |
| All | +33.9% | +30.4% | +3.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling