+5,423.2%
MS vs NUE
+4,783.2%
+640.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.2% |
| 7D | +0.7% | -10.2% | +11.0% | +6.6% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -13.0% | -8.4% | -4.6% | -9.6% |
| 6M | -2.0% | +10.1% | -12.1% | -8.3% |
| YTD | +7.8% | +54.1% | -46.3% | -16.4% |
| 1Y | +17.9% | +74.7% | -56.9% | -14.7% |
| 3Y | +174.8% | +72.0% | +102.8% | +91.2% |
| 5Y | +119.9% | +136.4% | -16.5% | +17.8% |
| 10Y | +578.8% | +434.6% | +144.2% | +113.9% |
| All | +5,423.2% | +4,783.2% | +640.0% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling