+33.0%
MAS vs NYT
+57.5%
-24.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | +1.0% | +0.3% | +0.6% | +0.9% |
| 30D | -8.1% | +7.0% | -15.0% | -9.0% |
| 3M | +3.3% | -7.9% | +11.2% | +4.2% |
| 6M | +12.4% | -15.0% | +27.5% | +14.9% |
| YTD | +13.3% | -1.3% | +14.6% | +11.6% |
| 1Y | -4.7% | +16.9% | -21.6% | -10.0% |
| 3Y | +33.0% | +58.9% | -26.0% | +11.3% |
| All | +33.0% | +57.5% | -24.6% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling