+290.5%
NEM vs MAS
+137.9%
+152.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +23.1% | -5.6% | +28.6% | +24.4% |
| 3M | +18.5% | +4.4% | +14.0% | +17.1% |
| 6M | +7.8% | +7.2% | +0.6% | +5.7% |
| YTD | +29.1% | +16.1% | +13.0% | +24.4% |
| 1Y | +72.7% | +0.1% | +72.6% | +70.8% |
| 3Y | +248.7% | +28.3% | +220.4% | +223.4% |
| 5Y | +148.7% | +30.5% | +118.2% | +125.3% |
| All | +290.5% | +137.9% | +152.6% | +222.2% |
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