+120.1%
NEM vs MS
+123.4%
-3.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.2% | -4.7% |
| 7D | -5.9% | +3.7% | -9.6% | -6.8% |
| 30D | -2.6% | +2.0% | -4.5% | -3.1% |
| 3M | -4.2% | -12.6% | +8.3% | -0.9% |
| 6M | -5.5% | -0.3% | -5.2% | -4.9% |
| YTD | +13.5% | +9.0% | +4.6% | +11.5% |
| 1Y | +22.2% | +13.9% | +8.3% | +18.9% |
| 3Y | +249.0% | +173.6% | +75.3% | +184.0% |
| 5Y | +120.1% | +122.0% | -1.9% | +73.8% |
| All | +120.1% | +123.4% | -3.3% | +73.8% |
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 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