+554.3%
NUE vs MAS
+137.9%
+416.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.6% |
| 30D | -5.0% | -5.6% | +0.6% | -2.3% |
| 3M | -0.2% | +4.4% | -4.7% | -3.9% |
| 6M | +49.1% | +7.2% | +41.9% | +40.6% |
| YTD | +61.0% | +16.1% | +44.9% | +43.9% |
| 1Y | +82.5% | +0.1% | +82.4% | +77.0% |
| 3Y | +57.9% | +28.3% | +29.6% | +30.0% |
| 5Y | +146.6% | +30.5% | +116.1% | +95.9% |
| All | +554.3% | +137.9% | +416.3% | +263.2% |
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