+60.7%
NEM vs MKSI
+142.7%
-82.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -1.0% | +2.7% | -3.7% | -1.7% |
| 30D | +7.8% | -12.8% | +20.6% | +11.7% |
| 3M | +30.2% | -22.5% | +52.7% | +35.1% |
| 6M | +9.6% | +19.4% | -9.8% | -1.3% |
| YTD | +27.8% | +67.7% | -39.9% | +5.3% |
| 1Y | +60.7% | +131.4% | -70.7% | +23.4% |
| All | +60.7% | +142.7% | -82.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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