+22.5%
MA vs NEM
+50.9%
-28.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.9% | -6.0% | +4.1% |
| 7D | +10.2% | +3.7% | +6.5% | +10.1% |
| 30D | +19.3% | +2.0% | +17.3% | +19.2% |
| 3M | +18.0% | +21.1% | -3.1% | +18.5% |
| 6M | +33.7% | +9.5% | +24.2% | +34.0% |
| YTD | +18.6% | +19.1% | -0.5% | +15.4% |
| 1Y | +22.5% | +51.1% | -28.6% | +16.2% |
| All | +22.5% | +50.9% | -28.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling