+1,074.5%
NEM vs MKSI
+2,222.5%
-1,148.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -1.0% | +2.7% | -3.7% | -1.2% |
| 30D | +7.8% | -12.8% | +20.6% | +8.8% |
| 3M | +30.2% | -22.5% | +52.7% | +32.0% |
| 6M | +9.6% | +19.4% | -9.8% | +7.9% |
| YTD | +27.8% | +67.7% | -39.9% | +23.2% |
| 1Y | +60.7% | +131.4% | -70.7% | +51.8% |
| 3Y | +245.3% | +197.3% | +48.0% | +217.2% |
| 5Y | +155.3% | +87.0% | +68.4% | +137.1% |
| 10Y | +313.2% | +522.1% | -208.9% | +261.4% |
| All | +1,074.5% | +2,222.5% | -1,148.0% | +1,107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling