+42.7%
MKSI vs NUE
+86.4%
-43.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.2% |
| 7D | -10.7% | -1.4% | -9.2% | -10.2% |
| 30D | -30.5% | +6.6% | -37.1% | -32.0% |
| 3M | -39.2% | -2.0% | -37.2% | -38.8% |
| 6M | -33.0% | +19.2% | -52.2% | -37.6% |
| YTD | +22.3% | +65.6% | -43.3% | -5.7% |
| 1Y | +42.7% | +87.8% | -45.2% | +4.4% |
| All | +42.7% | +86.4% | -43.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling