+136.4%
NUE vs MAS
+47.3%
+89.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.4% |
| 7D | -10.2% | +3.3% | -13.5% | -11.7% |
| 30D | -0.4% | +25.5% | -25.9% | -11.3% |
| 3M | -8.4% | +11.8% | -20.1% | -13.8% |
| 6M | +10.1% | +21.3% | -11.2% | -1.8% |
| YTD | +54.1% | +37.7% | +16.3% | +26.4% |
| 1Y | +74.7% | +41.0% | +33.7% | +41.4% |
| 3Y | +72.0% | +63.0% | +9.0% | +25.2% |
| 5Y | +136.4% | +44.1% | +92.3% | +72.2% |
| All | +136.4% | +47.3% | +89.1% | +72.2% |
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 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