-10.1%
MSCI vs NUE
+147.3%
-157.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | -1.2% | -6.1% | +4.9% | +0.3% |
| 3M | -8.4% | +1.7% | -10.1% | -9.4% |
| 6M | -1.0% | +53.1% | -54.1% | -13.2% |
| YTD | -2.3% | +59.0% | -61.3% | -15.6% |
| 1Y | -1.2% | +85.3% | -86.5% | -18.7% |
| 3Y | +7.9% | +63.2% | -55.3% | -10.0% |
| 5Y | -10.1% | +146.8% | -156.8% | -33.7% |
| All | -10.1% | +147.3% | -157.4% | -33.7% |
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 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