+12.2%
NEE vs MAS
+32.0%
-19.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | -1.2% | +4.4% | -5.6% | -2.8% |
| 6M | -8.6% | +7.2% | -15.8% | -10.9% |
| YTD | +6.2% | +16.1% | -9.9% | +0.8% |
| 1Y | +21.1% | +0.1% | +21.0% | +19.4% |
| 3Y | +36.4% | +28.3% | +8.1% | +22.0% |
| All | +12.2% | +32.0% | -19.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling