+92.3%
MA vs NEM
+144.1%
-51.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +2.3% | +13.4% | -11.1% | +1.5% |
| 30D | +14.7% | +6.5% | +8.2% | +14.1% |
| 3M | +13.5% | +14.9% | -1.4% | +12.3% |
| 6M | +33.1% | +5.5% | +27.6% | +32.3% |
| YTD | +15.1% | +21.9% | -6.8% | +12.1% |
| 1Y | +18.7% | +47.9% | -29.2% | +13.4% |
| 3Y | +72.1% | +238.2% | -166.1% | +47.3% |
| All | +92.3% | +144.1% | -51.8% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling