+131.0%
NEM vs MSI
+127.9%
+3.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +0.3% | +7.7% | -7.4% | -1.2% |
| 30D | +1.1% | +19.9% | -18.8% | -2.6% |
| 3M | +1.3% | +14.9% | -13.7% | -1.7% |
| 6M | -1.4% | +37.2% | -38.6% | -8.3% |
| YTD | +19.4% | +40.8% | -21.4% | +9.4% |
| 1Y | +32.9% | +38.1% | -5.2% | +22.4% |
| 3Y | +267.0% | +77.7% | +189.3% | +218.3% |
| 5Y | +131.0% | +129.0% | +2.0% | +89.0% |
| All | +131.0% | +127.9% | +3.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling