+154.6%
NEM vs MS
+145.3%
+9.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 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% | +1.6% |
| YTD | +29.1% | +24.7% | +4.5% | +22.7% |
| 1Y | +72.7% | +47.9% | +24.8% | +58.8% |
| 3Y | +248.7% | +178.3% | +70.4% | +180.7% |
| All | +154.6% | +145.3% | +9.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling