+5,256.1%
MS vs NUE
+4,699.6%
+556.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -10.6% | +9.0% | +4.4% |
| 30D | -3.8% | -0.6% | -3.2% | -3.7% |
| 3M | -14.6% | -9.7% | -4.9% | -10.6% |
| 6M | -5.1% | +5.1% | -10.2% | -9.0% |
| YTD | +4.5% | +51.4% | -46.9% | -18.2% |
| 1Y | +13.5% | +71.3% | -57.8% | -17.0% |
| 3Y | +160.4% | +66.8% | +93.6% | +84.1% |
| 5Y | +112.9% | +134.8% | -22.0% | +14.3% |
| 10Y | +633.4% | +506.1% | +127.3% | +115.2% |
| All | +5,256.1% | +4,699.6% | +556.6% | +529.9% |
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 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