-18.4%
MSFU vs NXT
+20.2%
-38.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.4% |
| 3M | +35.3% | -32.0% | +67.3% | +36.8% |
| 6M | +31.6% | -15.8% | +47.3% | +32.3% |
| YTD | -9.5% | -1.9% | -7.6% | -10.6% |
| 1Y | -18.4% | +22.5% | -40.9% | -19.4% |
| All | -18.4% | +20.2% | -38.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling