+41.0%
MAS vs NTR
+23.5%
+17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +2.0% | +3.0% | -1.0% | +1.6% |
| 30D | +19.4% | +2.2% | +17.2% | +19.0% |
| 3M | +9.4% | +7.9% | +1.5% | +8.1% |
| 6M | +15.3% | -1.5% | +16.9% | +15.2% |
| YTD | +31.3% | +18.6% | +12.7% | +25.4% |
| 1Y | +34.9% | +31.7% | +3.2% | +26.0% |
| 3Y | +58.6% | +46.4% | +12.2% | +42.6% |
| All | +41.0% | +23.5% | +17.5% | +20.9% |
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