I guessed that you'd have headers in Row 1. And your data started in Row 2. I
also guessed that your masterlist was in column A.
This worked ok for me:
Option Explicit
Sub testme01()
Dim MstrArray As Variant
Dim colArray As Variant
Dim iCol As Long
Dim ictr As Long
Dim FirstErrorRow As Long
Dim ErrorRow As Long
Dim res As Variant
Dim wks As Worksheet
Dim newWks As Worksheet
Set wks = Worksheets("sheet1")
Set newWks = Worksheets.Add
With wks
FirstErrorRow = .Cells(.Rows.Count, "A").End(xlUp).Row + 1
.Range("a:a").Copy _
Destination:=newWks.Range("a1")
MstrArray = .Range("A2", .Cells(.Rows.Count, "A").End(xlUp)).Value
For iCol = 2 To .Cells.SpecialCells(xlCellTypeLastCell).Column
ErrorRow = FirstErrorRow
colArray = .Range(.Cells(2, iCol), _
.Cells(.Rows.Count, iCol).End(xlUp)).Value
For ictr = LBound(colArray, 1) To UBound(colArray, 1)
res = Application.Match(colArray(ictr, 1), MstrArray, 0)
If IsError(res) Then
newWks.Cells(ErrorRow, iCol).Value = colArray(ictr, 1)
ErrorRow = ErrorRow + 1
Else
newWks.Cells(res + 1, iCol).Value = colArray(ictr, 1)
End If
Next ictr
Next iCol
End With
End Sub