+224.3%
MAS vs NTRS
+210.4%
+13.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.2% |
| 7D | +3.3% | +4.1% | -0.8% | +1.4% |
| 30D | +25.5% | +5.6% | +19.8% | +22.3% |
| 3M | +11.8% | -3.8% | +15.5% | +13.5% |
| 6M | +21.3% | +11.8% | +9.5% | +14.6% |
| YTD | +37.7% | +32.0% | +5.7% | +19.2% |
| 1Y | +41.0% | +39.6% | +1.4% | +18.8% |
| 3Y | +63.0% | +178.7% | -115.7% | -2.6% |
| 5Y | +44.1% | +69.0% | -24.9% | +5.7% |
| 10Y | +224.3% | +201.7% | +22.6% | +81.0% |
| All | +224.3% | +210.4% | +13.8% | +81.0% |
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