+48.8%
NU vs MAS
+15.6%
+33.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.9% |
| 7D | +7.5% | -0.8% | +8.2% | +7.8% |
| 30D | +6.1% | -5.6% | +11.7% | +9.1% |
| 3M | +26.8% | +4.4% | +22.4% | +22.6% |
| 6M | +2.5% | +7.2% | -4.7% | -3.0% |
| YTD | -8.2% | +16.1% | -24.3% | -17.9% |
| 1Y | +3.4% | +0.1% | +3.3% | +0.1% |
| 3Y | +116.2% | +28.3% | +87.9% | +70.9% |
| All | +48.8% | +15.6% | +33.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling