+15.3%
MAS vs NYT
-17.1%
+32.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.8% |
| 7D | +2.0% | -2.6% | +4.5% | +2.0% |
| 30D | +19.4% | +5.3% | +14.1% | +19.8% |
| 3M | +9.4% | +5.9% | +3.5% | +9.8% |
| 6M | +15.3% | -17.8% | +33.1% | +17.5% |
| All | +15.3% | -17.1% | +32.4% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling