+78.2%
NUE vs MOS
-7.3%
+85.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -2.4% | +5.5% | -7.9% | -3.2% |
| 30D | +3.8% | +21.0% | -17.2% | +0.4% |
| 3M | -3.7% | -0.5% | -3.2% | -3.0% |
| 6M | +13.2% | +6.6% | +6.6% | +12.0% |
| YTD | +61.6% | -2.8% | +64.3% | +59.6% |
| All | +78.2% | -7.3% | +85.5% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling