+14,317.4%
NUE vs MAS
+1,430.5%
+12,886.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | -5.0% | -5.6% | +0.6% | -2.9% |
| 3M | -0.2% | +4.4% | -4.7% | -2.8% |
| 6M | +49.1% | +7.2% | +41.9% | +43.0% |
| YTD | +61.0% | +16.1% | +44.9% | +48.7% |
| 1Y | +82.5% | +0.1% | +82.4% | +79.0% |
| 3Y | +57.9% | +28.3% | +29.6% | +38.4% |
| 5Y | +146.6% | +30.5% | +116.1% | +112.0% |
| 10Y | +561.6% | +139.1% | +422.5% | +340.2% |
| All | +14,317.4% | +1,430.5% | +12,886.9% | +4,097.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling