+70.1%
MA vs NUE
+76.5%
-6.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | +1.8% | -6.2% | +8.0% | +2.6% |
| 30D | +11.8% | +2.5% | +9.4% | +11.4% |
| 3M | +17.2% | -6.4% | +23.5% | +18.0% |
| 6M | +33.4% | +13.3% | +20.1% | +30.2% |
| YTD | +16.1% | +58.5% | -42.4% | +6.7% |
| 1Y | +19.9% | +81.9% | -62.0% | +7.6% |
| 3Y | +70.1% | +75.3% | -5.2% | +47.9% |
| All | +70.1% | +76.5% | -6.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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