+212.3%
MAS vs NYT
+540.3%
-328.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +3.0% | +6.5% | -3.5% | +1.1% |
| 30D | +22.4% | +8.4% | +14.0% | +19.5% |
| 3M | +14.5% | +13.9% | +0.5% | +9.8% |
| 6M | +27.1% | -4.8% | +31.9% | +27.4% |
| YTD | +35.8% | +6.2% | +29.6% | +30.6% |
| 1Y | +39.4% | +14.3% | +25.1% | +30.9% |
| 3Y | +60.3% | +73.6% | -13.3% | +28.8% |
| 5Y | +39.4% | +60.6% | -21.2% | +11.6% |
| All | +212.3% | +540.3% | -328.0% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling