-26.9%
NU vs MAS
+38.6%
-65.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -24.1% | +21.6% | -45.7% | -28.1% |
| 3M | -12.8% | +14.1% | -26.9% | -16.0% |
| 6M | -10.9% | +22.6% | -33.5% | -16.4% |
| YTD | -29.3% | +35.4% | -64.8% | -37.3% |
| 1Y | -26.9% | +37.5% | -64.4% | -36.0% |
| All | -26.9% | +38.6% | -65.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling