+238.2%
NEM vs MSCI
+33.6%
+204.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +13.4% | +2.8% | +10.6% | +13.2% |
| 30D | +6.5% | +15.4% | -8.9% | +5.3% |
| 3M | +14.9% | +13.4% | +1.5% | +13.7% |
| 6M | +5.5% | +10.9% | -5.4% | +4.2% |
| YTD | +21.9% | +13.0% | +8.9% | +19.7% |
| 1Y | +47.9% | +12.0% | +35.8% | +45.3% |
| 3Y | +238.2% | +34.1% | +204.1% | +209.2% |
| All | +238.2% | +33.6% | +204.6% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling