+19.8%
MA vs NEM
+22.5%
-2.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.3% | -6.4% | +7.7% | +1.2% |
| 30D | +9.6% | +1.4% | +8.2% | +9.6% |
| 3M | +16.8% | -0.7% | +17.5% | +16.7% |
| 6M | +35.2% | -4.5% | +39.7% | +35.1% |
| YTD | +16.6% | +14.0% | +2.5% | +13.3% |
| 1Y | +19.8% | +27.3% | -7.5% | +14.4% |
| All | +19.8% | +22.5% | -2.7% | +14.4% |
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