+442.1%
NUE vs MOS
+0.4%
+441.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -2.4% | +5.5% | -7.9% | -4.4% |
| 30D | +3.8% | +21.0% | -17.2% | -4.3% |
| 3M | -3.7% | -0.5% | -3.2% | -5.0% |
| 6M | +13.2% | +6.6% | +6.6% | +8.0% |
| YTD | +61.6% | -2.8% | +64.3% | +56.5% |
| 1Y | +83.6% | -8.1% | +91.7% | +80.9% |
| 3Y | +78.6% | -25.6% | +104.2% | +82.8% |
| 5Y | +148.0% | -29.8% | +177.7% | +144.2% |
| All | +442.1% | +0.4% | +441.6% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling