+569.3%
MAS vs NLY
+1,250.9%
-681.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | -5.6% | +0.6% | -6.2% | -5.8% |
| 3M | +4.4% | +10.8% | -6.4% | +0.5% |
| 6M | +7.2% | +6.2% | +1.0% | +4.9% |
| YTD | +16.1% | +9.0% | +7.1% | +12.5% |
| 1Y | +0.1% | +19.3% | -19.2% | -6.4% |
| 3Y | +28.3% | +67.7% | -39.4% | +5.5% |
| 5Y | +30.5% | +29.7% | +0.7% | +16.2% |
| 10Y | +139.1% | +81.0% | +58.1% | +79.7% |
| All | +569.3% | +1,250.9% | -681.6% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling