-2.2%
MA vs NEM
+70.3%
-72.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -3.5% | +3.1% | -6.6% | -3.4% |
| 30D | +0.8% | +10.0% | -9.2% | +1.2% |
| 3M | +14.8% | +30.9% | -16.1% | +16.2% |
| 6M | +10.0% | +10.5% | -0.5% | +10.8% |
| YTD | -0.1% | +29.7% | -29.8% | +0.3% |
| 1Y | -2.2% | +71.1% | -73.3% | -2.2% |
| All | -2.2% | +70.3% | -72.6% | -2.2% |
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