+1,392.2%
MAS vs NTRS
+7,693.4%
-6,301.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -5.6% | +1.7% | -7.3% | -6.4% |
| 3M | +4.4% | +8.9% | -4.4% | +0.3% |
| 6M | +7.2% | +30.6% | -23.4% | -5.4% |
| YTD | +16.1% | +38.7% | -22.6% | -0.8% |
| 1Y | +0.1% | +48.1% | -48.0% | -17.1% |
| 3Y | +28.3% | +165.5% | -137.2% | -19.2% |
| 5Y | +30.5% | +85.6% | -55.1% | -5.6% |
| 10Y | +139.1% | +246.1% | -106.9% | +23.4% |
| All | +1,392.2% | +7,693.4% | -6,301.2% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling