+43.1%
NEM vs MAS
+40.8%
+2.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +2.1% |
| 7D | +14.7% | +3.3% | +11.5% | +13.6% |
| 30D | +6.2% | +25.5% | -19.2% | -0.6% |
| 3M | +11.0% | +11.8% | -0.8% | +7.0% |
| 6M | +7.9% | +21.3% | -13.4% | +0.5% |
| YTD | +26.2% | +37.7% | -11.6% | +8.8% |
| All | +43.1% | +40.8% | +2.3% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling