+71.7%
NUE vs MOS
-28.2%
+99.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | +2.8% | -2.0% | +4.7% | +3.2% |
| 30D | -2.1% | +15.3% | -17.4% | -5.5% |
| 3M | -7.3% | +1.5% | -8.8% | -8.1% |
| 6M | +8.9% | -2.0% | +10.8% | +8.4% |
| YTD | +55.6% | -6.5% | +62.1% | +54.4% |
| 1Y | +74.7% | -11.1% | +85.7% | +75.0% |
| 3Y | +71.7% | -30.3% | +101.9% | +76.6% |
| All | +71.7% | -28.2% | +99.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling