+84.3%
MKSI vs NUE
+146.6%
-62.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | -12.8% | -4.6% | -8.2% | -10.7% |
| 3M | -22.5% | -0.3% | -22.2% | -23.1% |
| 6M | +19.4% | +51.9% | -32.5% | -5.1% |
| YTD | +67.7% | +60.0% | +7.7% | +29.5% |
| 1Y | +131.4% | +82.9% | +48.5% | +65.5% |
| 3Y | +197.3% | +66.0% | +131.4% | +114.8% |
| All | +84.3% | +146.6% | -62.3% | +13.9% |
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 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