+42.2%
MAS vs NTRS
+39.4%
+2.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.7% |
| 7D | +3.3% | +4.1% | -0.8% | +2.3% |
| 30D | +25.5% | +5.6% | +19.8% | +23.8% |
| 3M | +11.8% | -3.8% | +15.5% | +12.5% |
| 6M | +21.3% | +11.8% | +9.5% | +17.0% |
| YTD | +37.7% | +32.0% | +5.7% | +20.0% |
| All | +42.2% | +39.4% | +2.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling