+66.8%
NUE vs MAS
+58.7%
+8.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.4% |
| 7D | -10.6% | +2.4% | -12.9% | -11.4% |
| 30D | -0.6% | +19.8% | -20.4% | -8.2% |
| 3M | -9.7% | +9.8% | -19.6% | -13.7% |
| 6M | +5.1% | +15.8% | -10.7% | -2.9% |
| YTD | +51.4% | +31.8% | +19.6% | +29.2% |
| 1Y | +71.3% | +35.4% | +35.9% | +44.0% |
| 3Y | +66.8% | +59.2% | +7.6% | +39.0% |
| All | +66.8% | +58.7% | +8.1% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling