+123.1%
MAS vs NTR
+81.1%
+42.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +22.4% | +2.0% | +20.5% | +21.8% |
| 3M | +14.5% | +6.4% | +8.1% | +12.4% |
| 6M | +27.1% | +1.6% | +25.5% | +25.7% |
| YTD | +35.8% | +18.2% | +17.5% | +26.5% |
| 1Y | +39.4% | +23.9% | +15.5% | +27.9% |
| 3Y | +60.3% | +44.7% | +15.6% | +37.1% |
| 5Y | +39.4% | +21.3% | +18.1% | +16.1% |
| All | +123.1% | +81.1% | +42.0% | +42.5% |
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