+332.4%
NEM vs MAS
+230.1%
+102.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +2.6% |
| 7D | +14.7% | +3.3% | +11.5% | +14.0% |
| 30D | +6.2% | +25.5% | -19.2% | +1.4% |
| 3M | +11.0% | +11.8% | -0.8% | +8.4% |
| 6M | +7.9% | +21.3% | -13.4% | +3.3% |
| YTD | +26.2% | +37.7% | -11.6% | +17.4% |
| 1Y | +51.5% | +41.0% | +10.5% | +40.3% |
| 3Y | +290.6% | +63.0% | +227.6% | +245.4% |
| 5Y | +153.1% | +44.1% | +109.0% | +124.8% |
| 10Y | +332.4% | +224.3% | +108.1% | +232.3% |
| All | +332.4% | +230.1% | +102.3% | +232.3% |
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