+289.7%
NEM vs MS
+810.5%
-520.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +23.1% | -0.3% | +23.3% | +23.1% |
| 3M | +18.5% | +0.3% | +18.2% | +18.5% |
| 6M | +7.8% | +31.3% | -23.6% | +4.2% |
| YTD | +29.1% | +24.7% | +4.5% | +25.4% |
| 1Y | +72.7% | +47.9% | +24.8% | +64.6% |
| 3Y | +248.7% | +178.3% | +70.4% | +209.4% |
| 5Y | +148.7% | +144.9% | +3.8% | +120.8% |
| All | +289.7% | +810.5% | -520.9% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling