+45.4%
NU vs MA
+71.0%
-25.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -4.2% | -3.5% | -0.7% | -1.3% |
| 30D | +10.0% | +0.7% | +9.3% | +9.3% |
| 3M | +29.3% | +15.8% | +13.5% | +13.6% |
| 6M | +0.9% | +10.2% | -9.3% | -8.0% |
| YTD | -10.3% | -0.5% | -9.8% | -10.8% |
| 1Y | -3.2% | -1.8% | -1.3% | -3.1% |
| 3Y | +120.6% | +38.7% | +81.8% | +55.1% |
| All | +45.4% | +71.0% | -25.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling