+40.4%
MAS vs NYT
+16.5%
+23.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +5.6% |
| 7D | +14.2% | -3.9% | +18.0% | +14.1% |
| 30D | +26.8% | +4.3% | +22.5% | +27.1% |
| 3M | +13.1% | -11.7% | +24.9% | +12.8% |
| 6M | +27.9% | -14.4% | +42.3% | +27.8% |
| YTD | +38.7% | -3.0% | +41.7% | +38.1% |
| 1Y | +40.4% | +16.5% | +23.8% | +39.0% |
| All | +40.4% | +16.5% | +23.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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