+89.6%
MA vs NUE
+147.1%
-57.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | +1.8% | -6.2% | +8.0% | +3.1% |
| 30D | +11.8% | +2.5% | +9.4% | +11.1% |
| 3M | +17.2% | -6.4% | +23.5% | +18.4% |
| 6M | +33.4% | +13.3% | +20.1% | +28.8% |
| YTD | +16.1% | +58.5% | -42.4% | +3.3% |
| 1Y | +19.9% | +81.9% | -62.0% | +3.2% |
| 3Y | +70.1% | +75.3% | -5.2% | +43.0% |
| 5Y | +89.6% | +149.9% | -60.3% | +42.1% |
| All | +89.6% | +147.1% | -57.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling