+47.6%
MSFT vs NU
+45.0%
+2.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | +2.3% | +4.0% | -1.7% | +1.7% |
| 30D | -0.4% | -25.1% | +24.7% | +4.3% |
| 3M | +5.6% | -12.8% | +18.4% | +7.0% |
| 6M | +29.0% | -12.5% | +41.4% | +30.3% |
| YTD | +10.9% | -27.8% | +38.8% | +15.6% |
| 1Y | +6.2% | -24.6% | +30.8% | +9.6% |
| 3Y | +47.6% | +41.8% | +5.8% | +33.2% |
| All | +47.6% | +45.0% | +2.6% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling