+62.7%
MSFT vs NU
+9.5%
+53.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.2% | -2.6% |
| 7D | -6.2% | +2.8% | -9.0% | -6.7% |
| 30D | -3.7% | -23.0% | +19.3% | +0.1% |
| 3M | +3.6% | -9.7% | +13.4% | +4.4% |
| 6M | +26.8% | -8.7% | +35.5% | +27.3% |
| YTD | +8.4% | -26.4% | +34.8% | +12.3% |
| 1Y | +3.3% | -24.8% | +28.1% | +6.5% |
| 3Y | +44.3% | +44.6% | -0.3% | +30.8% |
| All | +62.7% | +9.5% | +53.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 10y: compounded portfolio wealth divided by compounded NU 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…
10y analysis · Full analysis span regression · 6 months rolling