+126.6%
NUE vs MOS
-32.4%
+159.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.6% | +21.6% | -32.1% | -16.2% |
| 30D | -0.6% | +12.0% | -12.6% | -4.7% |
| 3M | -9.7% | -3.9% | -5.8% | -9.6% |
| 6M | +5.1% | -3.3% | +8.4% | +4.5% |
| YTD | +51.4% | -4.6% | +56.1% | +48.6% |
| 1Y | +71.3% | -7.0% | +78.3% | +68.9% |
| 3Y | +66.8% | -24.4% | +91.3% | +69.2% |
| All | +126.6% | -32.4% | +159.0% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling