+143.3%
MAS vs NTRS
+246.7%
-103.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -6.7% | -1.2% | -5.5% | -6.3% |
| 3M | -3.7% | +8.8% | -12.5% | -7.6% |
| 6M | +9.0% | +34.7% | -25.7% | -5.9% |
| YTD | +10.8% | +37.2% | -26.4% | -5.7% |
| 1Y | -3.8% | +46.3% | -50.1% | -20.7% |
| 3Y | +30.0% | +163.2% | -133.2% | -20.2% |
| 5Y | +28.2% | +86.9% | -58.8% | -10.2% |
| 10Y | +143.3% | +250.9% | -107.6% | +19.0% |
| All | +143.3% | +246.7% | -103.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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