+6.4%
NMS vs SPY
+315.0%
-308.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +10.4% | -3.3% | +13.8% | +11.0% |
| 3M | -5.1% | -2.4% | -2.7% | -4.7% |
| 6M | -9.7% | +2.6% | -12.3% | -10.1% |
| YTD | -2.6% | +11.2% | -13.8% | -4.3% |
| 1Y | -3.0% | +13.4% | -16.4% | -5.1% |
| 3Y | +31.9% | +79.9% | -48.0% | +18.4% |
| 5Y | -7.9% | +72.2% | -80.1% | -17.1% |
| 10Y | +6.4% | +307.3% | -300.9% | -33.1% |
| All | +6.4% | +315.0% | -308.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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