+87.3%
MSFU vs NUE
+109.3%
-22.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -4.9% | +6.1% | -11.1% | -6.3% |
| 30D | -9.1% | +2.7% | -11.8% | -9.8% |
| 3M | +8.7% | -3.8% | +12.5% | +9.2% |
| 6M | +48.3% | +14.0% | +34.3% | +41.8% |
| YTD | -1.6% | +61.2% | -62.8% | -15.6% |
| 1Y | -13.6% | +77.8% | -91.4% | -28.4% |
| 3Y | +20.2% | +78.2% | -58.0% | -6.5% |
| All | +87.3% | +109.3% | -22.0% | +30.7% |
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