+35.3%
MAS vs NYT
+37.3%
-2.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -5.6% | +2.7% | -8.3% | -6.3% |
| 3M | +4.4% | -10.3% | +14.8% | +6.7% |
| 6M | +7.2% | -16.6% | +23.8% | +11.5% |
| YTD | +16.1% | -2.3% | +18.4% | +14.5% |
| 1Y | +0.1% | +15.0% | -14.9% | -6.4% |
| 3Y | +28.3% | +57.1% | -28.8% | +5.3% |
| All | +35.3% | +37.3% | -2.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling