-1.2%
MSCI vs NUE
+80.6%
-81.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | -1.2% | -6.1% | +4.9% | -0.6% |
| 3M | -8.4% | +1.7% | -10.1% | -8.5% |
| 6M | -1.0% | +53.1% | -54.1% | -8.6% |
| YTD | -2.3% | +59.0% | -61.3% | -11.9% |
| 1Y | -1.2% | +85.3% | -86.5% | -17.0% |
| All | -1.2% | +80.6% | -81.8% | -17.0% |
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