+2,222.5%
MKSI vs NLY
+1,352.4%
+870.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.3% |
| 7D | +2.7% | -4.0% | +6.7% | +4.4% |
| 30D | -12.8% | -5.2% | -7.6% | -10.9% |
| 3M | -22.5% | +2.8% | -25.4% | -23.6% |
| 6M | +19.4% | +4.2% | +15.2% | +17.3% |
| YTD | +67.7% | +4.7% | +63.1% | +64.5% |
| 1Y | +131.4% | +12.7% | +118.7% | +120.1% |
| 3Y | +197.3% | +62.5% | +134.8% | +148.9% |
| 5Y | +87.0% | +26.3% | +60.6% | +71.2% |
| 10Y | +522.1% | +81.0% | +441.1% | +390.3% |
| All | +2,222.5% | +1,352.4% | +870.1% | +1,371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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