+1,392.2%
MAS vs NYT
+763.5%
+628.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -5.6% | +2.7% | -8.3% | -6.6% |
| 3M | +4.4% | -10.3% | +14.8% | +7.5% |
| 6M | +7.2% | -16.6% | +23.8% | +12.9% |
| YTD | +16.1% | -2.3% | +18.4% | +14.7% |
| 1Y | +0.1% | +15.0% | -14.9% | -7.2% |
| 3Y | +28.3% | +57.1% | -28.8% | +3.3% |
| 5Y | +30.5% | +37.2% | -6.7% | +7.3% |
| 10Y | +139.1% | +464.3% | -325.2% | +5.5% |
| All | +1,392.2% | +763.5% | +628.7% | +383.6% |
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