+123.7%
MAS vs NTR
+82.2%
+41.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +23.6% | +5.4% | +18.2% | +21.9% |
| 3M | +12.4% | +7.3% | +5.1% | +10.1% |
| 6M | +21.9% | +2.2% | +19.7% | +20.3% |
| YTD | +36.1% | +18.9% | +17.2% | +26.7% |
| 1Y | +39.5% | +23.7% | +15.8% | +28.1% |
| 3Y | +59.1% | +47.5% | +11.6% | +35.3% |
| 5Y | +44.4% | +22.0% | +22.4% | +20.1% |
| All | +123.7% | +82.2% | +41.5% | +42.7% |
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