+35.3%
MAS vs NTR
+51.4%
-16.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -0.8% | +8.1% | -8.9% | -1.9% |
| 30D | -5.6% | +18.8% | -24.3% | -7.9% |
| 3M | +4.4% | +16.2% | -11.8% | +2.0% |
| 6M | +7.2% | +9.8% | -2.6% | +4.9% |
| YTD | +16.1% | +30.9% | -14.8% | +9.5% |
| 1Y | +0.1% | +41.8% | -41.7% | -7.4% |
| 3Y | +28.3% | +35.8% | -7.5% | +17.7% |
| All | +35.3% | +51.4% | -16.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling