+13.6%
NU vs MAS
+33.3%
-19.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.4% | -0.4% |
| 7D | -2.6% | +4.6% | -7.1% | -4.8% |
| 30D | -25.0% | +19.9% | -44.9% | -31.8% |
| 3M | -18.9% | +8.9% | -27.8% | -22.7% |
| 6M | -17.6% | +20.2% | -37.8% | -26.0% |
| YTD | -29.9% | +33.9% | -63.8% | -41.8% |
| 1Y | -27.4% | +34.7% | -62.1% | -40.0% |
| 3Y | +38.4% | +60.4% | -21.9% | -4.2% |
| All | +13.6% | +33.3% | -19.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling