+155.9%
NUE vs MOH
-19.7%
+175.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -0.3% | +5.7% | -6.0% | -1.2% |
| 6M | +51.9% | +39.1% | +12.8% | +45.9% |
| YTD | +60.0% | +17.7% | +42.3% | +55.5% |
| 1Y | +82.9% | +8.4% | +74.5% | +78.7% |
| 3Y | +66.0% | -36.6% | +102.5% | +65.5% |
| All | +155.9% | -19.7% | +175.6% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling