+15,614.6%
MA vs NEM
+251.7%
+15,362.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +2.3% | +13.4% | -11.1% | +0.6% |
| 30D | +14.7% | +6.5% | +8.2% | +13.6% |
| 3M | +13.5% | +14.9% | -1.4% | +11.0% |
| 6M | +33.1% | +5.5% | +27.6% | +31.2% |
| YTD | +15.1% | +21.9% | -6.8% | +10.0% |
| 1Y | +18.7% | +47.9% | -29.2% | +10.2% |
| 3Y | +72.1% | +238.2% | -166.1% | +38.1% |
| 5Y | +92.8% | +146.2% | -53.4% | +59.5% |
| 10Y | +571.6% | +309.3% | +262.3% | +398.3% |
| All | +15,614.6% | +251.7% | +15,362.9% | +9,333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling