+476.9%
NEM vs MAS
+1,430.5%
-953.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +23.1% | -5.6% | +28.6% | +23.9% |
| 3M | +18.5% | +4.4% | +14.0% | +17.7% |
| 6M | +7.8% | +7.2% | +0.6% | +6.7% |
| YTD | +29.1% | +16.1% | +13.0% | +26.5% |
| 1Y | +72.7% | +0.1% | +72.6% | +71.8% |
| 3Y | +248.7% | +28.3% | +220.4% | +235.3% |
| 5Y | +148.7% | +30.5% | +118.2% | +136.6% |
| 10Y | +304.8% | +139.1% | +165.6% | +257.5% |
| All | +476.9% | +1,430.5% | -953.5% | +358.1% |
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 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