+260.3%
NEM vs MSCI
+3,095.4%
-2,835.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +13.4% | +2.8% | +10.6% | +12.9% |
| 30D | +6.5% | +15.4% | -8.9% | +3.8% |
| 3M | +14.9% | +13.4% | +1.5% | +12.2% |
| 6M | +5.5% | +10.9% | -5.4% | +3.1% |
| YTD | +21.9% | +13.0% | +8.9% | +18.1% |
| 1Y | +47.9% | +12.0% | +35.8% | +43.5% |
| 3Y | +238.2% | +34.1% | +204.1% | +213.2% |
| 5Y | +146.2% | +3.9% | +142.3% | +134.4% |
| 10Y | +309.3% | +802.0% | -492.7% | +152.4% |
| All | +260.3% | +3,095.4% | -2,835.1% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling