+145.0%
NUE vs MOS
-8.7%
+153.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | +4.2% | +9.5% | -5.3% | +1.3% |
| 30D | -5.0% | +10.4% | -15.4% | -8.2% |
| 3M | -0.2% | +12.9% | -13.1% | -4.7% |
| 6M | +49.1% | +1.2% | +47.9% | +45.5% |
| YTD | +61.0% | +9.3% | +51.7% | +52.5% |
| 1Y | +82.5% | -18.0% | +100.5% | +89.4% |
| 3Y | +57.9% | -29.0% | +86.9% | +66.6% |
| All | +145.0% | -8.7% | +153.8% | +97.6% |
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 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