+1,587.6%
MAS vs NYT
+780.5%
+807.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -3.5% |
| 7D | +2.0% | -2.6% | +4.5% | +2.8% |
| 30D | +19.4% | +5.3% | +14.1% | +17.0% |
| 3M | +9.4% | +5.9% | +3.5% | +6.4% |
| 6M | +15.3% | -17.8% | +33.1% | +21.9% |
| YTD | +31.3% | -0.3% | +31.6% | +28.1% |
| 1Y | +34.9% | +15.4% | +19.5% | +24.4% |
| 3Y | +58.6% | +70.8% | -12.2% | +23.1% |
| 5Y | +40.7% | +44.1% | -3.4% | +13.5% |
| 10Y | +220.4% | +583.5% | -363.1% | +30.5% |
| All | +1,587.6% | +780.5% | +807.1% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling