+144.8%
MS vs NUE
+142.0%
+2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +2.5% | +1.8% | +0.7% | +1.8% |
| 30D | 0.0% | -6.0% | +5.9% | +2.0% |
| 3M | +2.4% | +1.4% | +1.0% | +1.4% |
| 6M | +36.4% | +52.8% | -16.4% | +16.4% |
| YTD | +23.8% | +58.1% | -34.3% | +4.1% |
| 1Y | +48.6% | +80.4% | -31.8% | +18.5% |
| 3Y | +179.1% | +62.3% | +116.9% | +123.4% |
| 5Y | +144.8% | +146.2% | -1.4% | +72.5% |
| All | +144.8% | +142.0% | +2.8% | +72.5% |
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