+116.6%
MAS vs NTR
+81.7%
+34.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +2.4% | +3.0% | -0.6% | +1.6% |
| 30D | +19.8% | +2.2% | +17.7% | +19.2% |
| 3M | +9.8% | +7.9% | +1.9% | +7.4% |
| 6M | +15.8% | -1.5% | +17.3% | +15.3% |
| YTD | +31.8% | +18.6% | +13.2% | +22.7% |
| 1Y | +35.4% | +31.7% | +3.7% | +22.0% |
| 3Y | +59.2% | +46.4% | +12.8% | +35.6% |
| 5Y | +41.2% | +24.2% | +17.1% | +16.5% |
| All | +116.6% | +81.7% | +34.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling