+16.5%
NU vs MAS
+30.8%
-14.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.4% |
| 7D | +3.6% | +2.0% | +1.7% | +2.5% |
| 30D | -22.8% | +19.4% | -42.2% | -29.6% |
| 3M | -14.8% | +9.4% | -24.2% | -19.1% |
| 6M | -16.9% | +15.3% | -32.2% | -23.8% |
| YTD | -28.1% | +31.3% | -59.4% | -39.8% |
| 1Y | -24.5% | +34.9% | -59.4% | -37.8% |
| 3Y | +44.8% | +58.6% | -13.8% | +0.4% |
| All | +16.5% | +30.8% | -14.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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