+238.2%
NEM vs MS
+157.8%
+80.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +13.4% | -1.6% | +15.0% | +14.0% |
| 30D | +6.5% | -3.8% | +10.3% | +8.0% |
| 3M | +14.9% | -14.6% | +29.5% | +21.5% |
| 6M | +5.5% | -5.1% | +10.6% | +8.2% |
| YTD | +21.9% | +4.5% | +17.4% | +20.8% |
| 1Y | +47.9% | +13.5% | +34.3% | +43.2% |
| 3Y | +238.2% | +160.4% | +77.8% | +128.6% |
| All | +238.2% | +157.8% | +80.4% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling