+244.0%
NEE vs MAS
+137.9%
+106.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | -2.2% | -5.6% | +3.4% | -0.7% |
| 3M | -1.2% | +4.4% | -5.6% | -3.0% |
| 6M | -8.6% | +7.2% | -15.8% | -11.3% |
| YTD | +6.2% | +16.1% | -9.9% | +0.2% |
| 1Y | +21.1% | +0.1% | +21.0% | +19.0% |
| 3Y | +36.4% | +28.3% | +8.1% | +21.4% |
| 5Y | +11.4% | +30.5% | -19.1% | -3.5% |
| All | +244.0% | +137.9% | +106.0% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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