+87.8%
NUE vs MOH
+53.5%
+34.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.9% | -11.0% | -2.1% |
| 7D | -1.4% | +14.3% | -15.7% | -1.6% |
| 30D | +6.6% | +16.7% | -10.1% | +6.3% |
| 3M | -2.0% | +18.3% | -20.3% | -2.3% |
| 6M | +19.2% | +15.8% | +3.4% | +18.7% |
| YTD | +65.6% | +30.5% | +35.1% | +64.9% |
| 1Y | +87.8% | +49.3% | +38.6% | +81.6% |
| All | +87.8% | +53.5% | +34.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling