+434.6%
NUE vs MOS
+6.2%
+428.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -10.2% | +19.7% | -29.9% | -16.7% |
| 30D | -0.4% | +21.5% | -21.9% | -8.3% |
| 3M | -8.4% | -0.4% | -7.9% | -9.7% |
| 6M | +10.1% | +4.5% | +5.6% | +5.8% |
| YTD | +54.1% | -2.9% | +57.0% | +49.3% |
| 1Y | +74.7% | -7.7% | +82.4% | +71.9% |
| 3Y | +72.0% | -25.6% | +97.6% | +76.1% |
| 5Y | +136.4% | -31.2% | +167.5% | +134.8% |
| 10Y | +434.6% | +2.8% | +431.8% | +306.7% |
| All | +434.6% | +6.2% | +428.5% | +306.7% |
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