+72.7%
NEM vs MSCI
+4.9%
+67.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +23.1% | +0.6% | +22.5% | +23.2% |
| 3M | +18.5% | -7.1% | +25.6% | +18.0% |
| 6M | +7.8% | +0.8% | +6.9% | +8.0% |
| YTD | +29.1% | +1.0% | +28.1% | +28.4% |
| 1Y | +72.7% | +4.3% | +68.3% | +72.7% |
| All | +72.7% | +4.9% | +67.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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