+781.0%
MS vs NLY
+81.8%
+699.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.5% | -4.0% | +2.5% | +0.5% |
| 30D | -1.5% | -5.2% | +3.7% | +1.2% |
| 3M | +1.4% | +2.8% | -1.5% | -0.2% |
| 6M | +34.7% | +4.2% | +30.5% | +31.5% |
| YTD | +22.7% | +4.7% | +18.1% | +19.4% |
| 1Y | +40.1% | +12.7% | +27.4% | +30.9% |
| 3Y | +181.4% | +62.5% | +118.9% | +117.3% |
| 5Y | +142.6% | +26.3% | +116.3% | +109.3% |
| All | +781.0% | +81.8% | +699.2% | +660.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling