+14,317.4%
NUE vs MOS
+155.8%
+14,161.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +4.2% | +9.5% | -5.3% | +0.8% |
| 30D | -5.0% | +10.4% | -15.4% | -8.8% |
| 3M | -0.2% | +12.9% | -13.1% | -5.5% |
| 6M | +49.1% | +1.2% | +47.9% | +44.9% |
| YTD | +61.0% | +9.3% | +51.7% | +51.5% |
| 1Y | +82.5% | -18.0% | +100.5% | +89.3% |
| 3Y | +57.9% | -29.0% | +86.9% | +66.2% |
| 5Y | +146.6% | -9.6% | +156.2% | +126.1% |
| 10Y | +561.6% | +6.1% | +555.5% | +409.7% |
| All | +14,317.4% | +155.8% | +14,161.6% | +6,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling