+16.5%
NU vs MAS
+31.3%
-14.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | +3.6% | +2.4% | +1.3% | +2.3% |
| 30D | -22.8% | +19.8% | -42.6% | -29.8% |
| 3M | -14.8% | +9.8% | -24.6% | -19.2% |
| 6M | -16.9% | +15.8% | -32.7% | -24.0% |
| YTD | -28.1% | +31.8% | -60.0% | -39.9% |
| 1Y | -24.5% | +35.4% | -59.9% | -37.9% |
| 3Y | +44.8% | +59.2% | -14.4% | +0.3% |
| All | +16.5% | +31.3% | -14.8% | +2.4% |
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