+2,336.0%
MSCI vs NLY
+266.6%
+2,069.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.1% | -0.4% | -0.6% | -0.9% |
| 30D | -1.2% | -1.3% | +0.1% | -0.6% |
| 3M | -8.4% | +7.6% | -16.0% | -11.2% |
| 6M | -1.0% | +8.9% | -9.9% | -4.7% |
| YTD | -2.3% | +8.1% | -10.3% | -5.8% |
| 1Y | -1.2% | +15.8% | -16.9% | -7.5% |
| 3Y | +7.9% | +70.2% | -62.3% | -14.4% |
| 5Y | -10.1% | +30.0% | -40.0% | -21.5% |
| 10Y | +631.0% | +86.8% | +544.1% | +421.8% |
| All | +2,336.0% | +266.6% | +2,069.4% | +1,095.3% |
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