+332.4%
NEM vs MS
+614.4%
-282.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.0% |
| 7D | +14.7% | +0.7% | +14.0% | +14.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.4% |
| 3M | +11.0% | -13.0% | +24.0% | +13.2% |
| 6M | +7.9% | -2.0% | +9.9% | +8.5% |
| YTD | +26.2% | +7.8% | +18.4% | +25.2% |
| 1Y | +51.5% | +17.9% | +33.6% | +48.9% |
| 3Y | +290.6% | +174.8% | +115.8% | +251.8% |
| 5Y | +153.1% | +119.9% | +33.2% | +129.6% |
| 10Y | +332.4% | +578.8% | -246.4% | +408.8% |
| All | +332.4% | +614.4% | -282.0% | +408.8% |
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