+41.3%
NU vs MAS
+61.2%
-20.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.4% | -0.9% |
| 7D | -2.6% | +4.6% | -7.1% | -4.0% |
| 30D | -25.0% | +19.9% | -44.9% | -29.7% |
| 3M | -18.9% | +8.9% | -27.8% | -21.5% |
| 6M | -17.6% | +20.2% | -37.8% | -23.3% |
| YTD | -29.9% | +33.9% | -63.8% | -38.1% |
| 1Y | -27.4% | +34.7% | -62.1% | -36.1% |
| All | +41.3% | +61.2% | -20.0% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling