+489.9%
NUE vs MAS
+214.9%
+275.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.5% |
| 7D | -10.6% | +2.4% | -12.9% | -11.7% |
| 30D | -0.6% | +19.8% | -20.4% | -10.2% |
| 3M | -9.7% | +9.8% | -19.6% | -14.9% |
| 6M | +5.1% | +15.8% | -10.7% | -4.9% |
| YTD | +51.4% | +31.8% | +19.6% | +25.6% |
| 1Y | +71.3% | +35.4% | +35.9% | +39.8% |
| 3Y | +66.8% | +59.2% | +7.6% | +20.9% |
| 5Y | +134.8% | +41.2% | +93.6% | +78.2% |
| All | +489.9% | +214.9% | +275.0% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling