+14.5%
NU vs MA
+97.7%
-83.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.0% |
| 7D | +0.8% | -0.5% | +1.3% | +1.2% |
| 30D | -24.1% | +7.9% | -32.0% | -28.8% |
| 3M | -12.8% | +16.8% | -29.5% | -23.5% |
| 6M | -10.9% | +31.0% | -41.8% | -29.3% |
| YTD | -29.3% | +15.0% | -44.4% | -37.9% |
| 1Y | -26.9% | +17.0% | -43.9% | -36.8% |
| 3Y | +38.8% | +68.5% | -29.6% | -17.7% |
| All | +14.5% | +97.7% | -83.2% | -44.2% |
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