-19.6%
MSFU vs NUE
+82.6%
-102.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.2% |
| 7D | -5.7% | +4.2% | -9.9% | -5.2% |
| 30D | +4.2% | -5.0% | +9.1% | +3.6% |
| 3M | +27.9% | -0.2% | +28.1% | +29.0% |
| 6M | +37.1% | +49.1% | -12.0% | +42.3% |
| YTD | -7.4% | +61.0% | -68.4% | -2.5% |
| 1Y | -19.6% | +82.5% | -102.1% | -18.3% |
| All | -19.6% | +82.6% | -102.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling