+135.5%
NUE vs MAS
+41.7%
+93.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -6.6% |
| 7D | -10.8% | +4.6% | -15.3% | -12.7% |
| 30D | -2.1% | +19.9% | -22.0% | -10.8% |
| 3M | -10.4% | +8.9% | -19.3% | -14.6% |
| 6M | +6.4% | +20.2% | -13.8% | -4.7% |
| YTD | +51.9% | +33.9% | +18.0% | +26.5% |
| 1Y | +71.1% | +34.7% | +36.5% | +41.9% |
| 3Y | +68.2% | +60.4% | +7.9% | +23.6% |
| 5Y | +135.5% | +43.5% | +92.0% | +71.1% |
| All | +135.5% | +41.7% | +93.8% | +71.1% |
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 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