+43.1%
NEM vs MS
+16.8%
+26.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +1.7% |
| 7D | +14.7% | +0.7% | +14.0% | +14.0% |
| 30D | +6.2% | -0.9% | +7.1% | +6.6% |
| 3M | +11.0% | -13.0% | +24.0% | +19.3% |
| 6M | +7.9% | -2.0% | +9.9% | +10.3% |
| YTD | +26.2% | +7.8% | +18.4% | +20.0% |
| All | +43.1% | +16.8% | +26.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling