+48.9%
MSFT vs NUE
+60.7%
-11.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | -2.7% | -6.1% | +3.4% | -2.1% |
| 3M | +22.1% | +1.7% | +20.4% | +21.8% |
| 6M | +20.6% | +53.1% | -32.5% | +14.4% |
| YTD | +2.3% | +59.0% | -56.7% | -3.7% |
| 1Y | -0.5% | +85.3% | -85.9% | -8.7% |
| All | +48.9% | +60.7% | -11.8% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling