+7,238.0%
NEE vs MAS
+1,430.5%
+5,807.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -2.2% | -5.6% | +3.4% | -1.3% |
| 3M | -1.2% | +4.4% | -5.6% | -2.2% |
| 6M | -8.6% | +7.2% | -15.8% | -10.1% |
| YTD | +6.2% | +16.1% | -9.9% | +2.8% |
| 1Y | +21.1% | +0.1% | +21.0% | +20.0% |
| 3Y | +36.4% | +28.3% | +8.1% | +28.5% |
| 5Y | +11.4% | +30.5% | -19.1% | +3.7% |
| 10Y | +250.0% | +139.1% | +110.9% | +193.1% |
| All | +7,238.0% | +1,430.5% | +5,807.5% | +4,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling