+38.3%
MAS vs NTR
+19.8%
+18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +22.4% | +2.0% | +20.5% | +22.1% |
| 3M | +14.5% | +6.4% | +8.1% | +13.3% |
| 6M | +27.1% | +1.6% | +25.5% | +26.4% |
| YTD | +35.8% | +18.2% | +17.5% | +29.7% |
| 1Y | +39.4% | +23.9% | +15.5% | +31.8% |
| 3Y | +60.3% | +44.7% | +15.6% | +44.4% |
| All | +38.3% | +19.8% | +18.5% | +18.0% |
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