+16.9%
NU vs MA
+99.6%
-82.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.6% |
| 7D | +4.0% | +1.8% | +2.2% | +2.5% |
| 30D | -25.1% | +11.8% | -36.9% | -31.9% |
| 3M | -12.8% | +17.2% | -30.0% | -23.8% |
| 6M | -12.5% | +33.4% | -45.9% | -31.7% |
| YTD | -27.8% | +16.1% | -44.0% | -37.1% |
| 1Y | -24.6% | +19.9% | -44.5% | -36.3% |
| 3Y | +41.8% | +70.1% | -28.3% | -16.7% |
| All | +16.9% | +99.6% | -82.7% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling