+1,513.3%
MS vs NLY
+1,245.6%
+267.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.5% | +0.4% | +2.0% | +2.2% |
| 30D | 0.0% | -1.4% | +1.3% | +0.7% |
| 3M | +2.4% | +12.0% | -9.6% | -3.7% |
| 6M | +36.4% | +8.3% | +28.0% | +30.3% |
| YTD | +23.8% | +8.6% | +15.2% | +18.0% |
| 1Y | +48.6% | +16.9% | +31.7% | +35.9% |
| 3Y | +179.1% | +71.0% | +108.1% | +107.6% |
| 5Y | +144.8% | +31.1% | +113.8% | +103.9% |
| 10Y | +794.2% | +81.0% | +713.2% | +494.3% |
| All | +1,513.3% | +1,245.6% | +267.7% | +517.5% |
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