+143.7%
NEM vs MAS
+41.7%
+102.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.1% |
| 7D | +7.1% | +4.6% | +2.5% | +6.2% |
| 30D | +2.9% | +19.9% | -17.0% | -0.8% |
| 3M | +15.0% | +8.9% | +6.1% | +12.9% |
| 6M | +10.3% | +20.2% | -9.9% | +5.9% |
| YTD | +20.7% | +33.9% | -13.2% | +13.1% |
| 1Y | +48.0% | +34.7% | +13.4% | +38.5% |
| 3Y | +225.0% | +60.4% | +164.7% | +188.6% |
| 5Y | +143.7% | +43.5% | +100.3% | +105.1% |
| All | +143.7% | +41.7% | +102.1% | +105.1% |
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