+80.4%
NUE vs MOS
-15.9%
+96.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | +1.8% | +7.1% | -5.3% | +0.5% |
| 30D | -6.0% | +15.0% | -21.0% | -8.3% |
| 3M | +1.4% | +24.1% | -22.7% | -3.0% |
| 6M | +52.8% | +2.7% | +50.1% | +49.2% |
| YTD | +58.1% | +12.2% | +45.9% | +51.7% |
| 1Y | +80.4% | -16.3% | +96.7% | +82.2% |
| All | +80.4% | -15.9% | +96.3% | +82.2% |
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 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