+281.9%
NEE vs MAS
+230.1%
+51.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.4% |
| 7D | +2.2% | +3.3% | -1.1% | +1.2% |
| 30D | +12.3% | +25.5% | -13.2% | +5.2% |
| 3M | +3.4% | +11.8% | -8.4% | 0.0% |
| 6M | -5.3% | +21.3% | -26.6% | -11.1% |
| YTD | +10.6% | +37.7% | -27.2% | -0.8% |
| 1Y | +6.5% | +41.0% | -34.5% | -5.2% |
| 3Y | +73.5% | +63.0% | +10.5% | +43.8% |
| 5Y | +17.0% | +44.1% | -27.1% | -1.5% |
| 10Y | +281.9% | +224.3% | +57.6% | +149.7% |
| All | +281.9% | +230.1% | +51.7% | +149.7% |
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