+319.4%
NEM vs MSI
+593.5%
-274.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +3.1% | -4.0% | +7.0% | +3.8% |
| 30D | +10.0% | -0.5% | +10.4% | +10.0% |
| 3M | +30.9% | +11.4% | +19.5% | +27.8% |
| 6M | +10.5% | +1.0% | +9.6% | +9.8% |
| YTD | +29.7% | +20.7% | +9.1% | +24.0% |
| 1Y | +71.1% | -2.7% | +73.8% | +70.9% |
| 3Y | +252.1% | +68.2% | +183.9% | +215.3% |
| 5Y | +157.7% | +100.0% | +57.8% | +122.1% |
| 10Y | +319.4% | +596.9% | -277.5% | +228.7% |
| All | +319.4% | +593.5% | -274.2% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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