+21.9%
MAS vs NTR
+5.7%
+16.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | 0.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.9% |
| 30D | +23.6% | +5.4% | +18.2% | +24.7% |
| 3M | +12.4% | +7.3% | +5.1% | +16.1% |
| 6M | +21.9% | +2.2% | +19.7% | +20.5% |
| All | +21.9% | +5.7% | +16.2% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling