+71.2%
MSFU vs NUE
+104.6%
-33.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -6.9% | -2.7% | -4.3% | -6.3% |
| 30D | -5.1% | -6.1% | +0.9% | -3.8% |
| 3M | +44.6% | +2.2% | +42.4% | +43.0% |
| 6M | +32.8% | +50.8% | -18.0% | +17.5% |
| YTD | -10.1% | +57.5% | -67.6% | -22.2% |
| 1Y | -19.4% | +82.5% | -101.8% | -33.8% |
| 3Y | +26.2% | +61.7% | -35.5% | +1.7% |
| All | +71.2% | +104.6% | -33.3% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling