+41.0%
MAS vs NTRS
+61.8%
-20.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | +2.0% | +2.1% | -0.2% | +1.0% |
| 30D | +19.4% | +2.7% | +16.7% | +17.8% |
| 3M | +9.4% | -5.7% | +15.2% | +12.3% |
| 6M | +15.3% | +6.8% | +8.5% | +10.8% |
| YTD | +31.3% | +28.4% | +2.9% | +13.3% |
| 1Y | +34.9% | +37.5% | -2.6% | +12.1% |
| 3Y | +58.6% | +167.5% | -108.9% | -10.1% |
| All | +41.0% | +61.8% | -20.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling