+76.3%
MSFU vs NUE
+109.0%
-32.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | -5.7% | +4.2% | -9.9% | -6.7% |
| 30D | +4.2% | -5.0% | +9.1% | +5.3% |
| 3M | +27.9% | -0.2% | +28.1% | +27.4% |
| 6M | +37.1% | +49.1% | -12.0% | +21.7% |
| YTD | -7.4% | +61.0% | -68.4% | -20.3% |
| 1Y | -19.6% | +82.5% | -102.1% | -33.9% |
| 3Y | +33.2% | +57.9% | -24.7% | +8.6% |
| All | +76.3% | +109.0% | -32.7% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling