+432.0%
NEM vs MAS
+1,727.7%
-1,295.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +9.3% |
| 7D | +3.7% | +14.2% | -10.5% | +2.1% |
| 30D | +2.0% | +26.8% | -24.8% | -0.8% |
| 3M | +21.1% | +13.1% | +8.0% | +19.4% |
| 6M | +9.5% | +27.9% | -18.4% | +6.3% |
| YTD | +19.1% | +38.7% | -19.6% | +14.3% |
| 1Y | +51.1% | +40.4% | +10.7% | +44.9% |
| 3Y | +220.7% | +66.1% | +154.6% | +199.7% |
| 5Y | +147.1% | +47.4% | +99.7% | +131.8% |
| 10Y | +299.8% | +238.3% | +61.5% | +240.9% |
| All | +432.0% | +1,727.7% | -1,295.7% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling