+291.3%
NEM vs MSCI
+594.9%
-303.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.1% |
| 7D | +3.9% | -2.1% | +5.9% | +4.2% |
| 30D | +12.7% | -1.7% | +14.5% | +13.0% |
| 3M | +28.7% | -8.2% | +36.9% | +30.1% |
| 6M | +9.8% | -2.4% | +12.2% | +9.4% |
| YTD | +28.1% | -2.8% | +30.9% | +27.5% |
| 1Y | +69.3% | -2.7% | +72.0% | +68.1% |
| 3Y | +247.7% | +7.3% | +240.4% | +233.8% |
| 5Y | +153.4% | -11.4% | +164.8% | +146.8% |
| 10Y | +291.3% | +605.8% | -314.5% | +125.3% |
| All | +291.3% | +594.9% | -303.6% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling