+53.8%
MSFT vs NU
+33.5%
+20.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -4.2% | +0.7% | -2.8% |
| 30D | -2.1% | +10.0% | -12.1% | -3.8% |
| 3M | +24.2% | +29.3% | -5.1% | +18.7% |
| 6M | +21.9% | +0.9% | +20.9% | +21.1% |
| YTD | +2.5% | -10.3% | +12.7% | +3.5% |
| 1Y | -0.8% | -3.2% | +2.4% | -1.2% |
| 3Y | +50.8% | +120.6% | -69.8% | +28.6% |
| All | +53.8% | +33.5% | +20.2% | +31.6% |
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