+70.7%
MSFU vs NUE
+106.5%
-35.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -6.3% | -6.1% | -0.2% | -5.0% |
| 3M | +40.0% | +1.7% | +38.3% | +38.6% |
| 6M | +30.1% | +53.1% | -23.0% | +14.6% |
| YTD | -10.3% | +59.0% | -69.4% | -22.6% |
| 1Y | -19.0% | +85.3% | -104.4% | -33.8% |
| 3Y | +25.8% | +63.2% | -37.4% | +1.1% |
| All | +70.7% | +106.5% | -35.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling