+211.6%
MAS vs NTRS
+188.7%
+22.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | +3.7% | -2.5% | -0.5% |
| 30D | +21.6% | +6.1% | +15.5% | +18.3% |
| 3M | +14.1% | -6.7% | +20.8% | +17.6% |
| 6M | +22.6% | +10.5% | +12.1% | +16.5% |
| YTD | +35.4% | +32.0% | +3.4% | +17.2% |
| 1Y | +37.5% | +37.0% | +0.4% | +16.8% |
| 3Y | +58.3% | +173.6% | -115.3% | -4.6% |
| 5Y | +39.1% | +64.4% | -25.3% | +3.3% |
| All | +211.6% | +188.7% | +22.9% | +75.6% |
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