+33.9%
MAS vs NTRS
+87.6%
-53.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.1% |
| 30D | -8.1% | +0.1% | -8.2% | -8.2% |
| 3M | +3.3% | +9.8% | -6.5% | -1.7% |
| 6M | +12.4% | +34.7% | -22.2% | -4.0% |
| YTD | +13.3% | +37.4% | -24.1% | -5.0% |
| 1Y | -4.7% | +48.2% | -52.8% | -23.4% |
| 3Y | +33.0% | +163.5% | -130.5% | -23.1% |
| 5Y | +33.9% | +88.2% | -54.3% | -11.7% |
| All | +33.9% | +87.6% | -53.7% | -11.7% |
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