+593.1%
MA vs NEM
+363.4%
+229.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.3% | -6.4% | +7.7% | +1.9% |
| 30D | +9.6% | +1.4% | +8.2% | +9.4% |
| 3M | +16.8% | -0.7% | +17.5% | +16.6% |
| 6M | +35.2% | -4.5% | +39.7% | +35.1% |
| YTD | +16.6% | +14.0% | +2.5% | +13.2% |
| 1Y | +19.8% | +27.3% | -7.5% | +14.7% |
| 3Y | +70.7% | +250.5% | -179.8% | +40.0% |
| 5Y | +87.4% | +121.1% | -33.7% | +60.5% |
| All | +593.1% | +363.4% | +229.7% | +449.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling