+210.3%
MAS vs NYT
+574.3%
-364.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.8% |
| 7D | +2.4% | -2.6% | +4.9% | +3.1% |
| 30D | +19.8% | +5.3% | +14.5% | +18.0% |
| 3M | +9.8% | +5.9% | +3.9% | +7.5% |
| 6M | +15.8% | -17.8% | +33.5% | +21.2% |
| YTD | +31.8% | -0.3% | +32.2% | +29.1% |
| 1Y | +35.4% | +15.4% | +20.0% | +26.5% |
| 3Y | +59.2% | +70.8% | -11.6% | +28.2% |
| 5Y | +41.2% | +44.1% | -2.8% | +16.8% |
| All | +210.3% | +574.3% | -364.0% | +65.8% |
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