-4.7%
MAS vs NYT
+16.9%
-21.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | +1.0% | +0.3% | +0.6% | +1.0% |
| 30D | -8.1% | +7.0% | -15.0% | -8.1% |
| 3M | +3.3% | -7.9% | +11.2% | +3.3% |
| 6M | +12.4% | -15.0% | +27.5% | +12.5% |
| YTD | +13.3% | -1.3% | +14.6% | +10.4% |
| 1Y | -4.7% | +16.9% | -21.6% | -12.8% |
| All | -4.7% | +16.9% | -21.6% | -12.8% |
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 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