+146.9%
NEM vs MAS
+39.2%
+107.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | +13.4% | +2.0% | +11.5% | +13.0% |
| 30D | +6.5% | +19.4% | -12.9% | +2.8% |
| 3M | +14.9% | +9.4% | +5.5% | +12.8% |
| 6M | +5.5% | +15.3% | -9.8% | +2.1% |
| YTD | +21.9% | +31.3% | -9.4% | +14.6% |
| 1Y | +47.9% | +34.9% | +13.0% | +38.4% |
| 3Y | +238.2% | +58.6% | +179.6% | +200.9% |
| All | +146.9% | +39.2% | +107.8% | +108.7% |
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