+115.8%
MAS vs NTR
+81.7%
+34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.0% | +3.0% | -1.0% | +1.2% |
| 30D | +19.4% | +2.2% | +17.2% | +18.7% |
| 3M | +9.4% | +7.9% | +1.5% | +6.9% |
| 6M | +15.3% | -1.5% | +16.9% | +14.9% |
| YTD | +31.3% | +18.6% | +12.7% | +22.3% |
| 1Y | +34.9% | +31.7% | +3.2% | +21.5% |
| 3Y | +58.6% | +46.4% | +12.2% | +35.1% |
| 5Y | +40.7% | +24.2% | +16.5% | +16.0% |
| All | +115.8% | +81.7% | +34.0% | +37.7% |
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