+620.6%
MSCI vs NLY
+81.8%
+538.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.5% |
| 7D | -3.2% | -4.0% | +0.8% | -1.7% |
| 30D | -1.1% | -5.2% | +4.1% | +1.0% |
| 3M | -6.3% | +2.8% | -9.2% | -7.5% |
| 6M | +2.1% | +4.2% | -2.1% | +0.1% |
| YTD | -2.3% | +4.7% | -6.9% | -4.6% |
| 1Y | -3.9% | +12.7% | -16.7% | -9.1% |
| 3Y | +7.5% | +62.5% | -55.1% | -13.1% |
| 5Y | -9.8% | +26.3% | -36.1% | -20.9% |
| All | +620.6% | +81.8% | +538.8% | +466.9% |
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 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