+73.6%
MSFU vs NXT
+181.9%
-108.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -3.2% | +2.9% | -6.0% | -3.3% |
| 30D | -3.1% | -17.2% | +14.1% | -2.1% |
| 3M | +35.3% | -32.0% | +67.3% | +37.8% |
| 6M | +31.6% | -15.8% | +47.3% | +32.0% |
| YTD | -9.5% | -1.9% | -7.6% | -10.5% |
| 1Y | -18.4% | +22.5% | -40.9% | -20.6% |
| 3Y | +26.9% | +100.5% | -73.6% | +19.2% |
| All | +73.6% | +181.9% | -108.3% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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