+32.4%
MSFU vs NXT
+95.6%
-63.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.2% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | +4.2% | -15.3% | +19.5% | +5.1% |
| 3M | +27.9% | -43.8% | +71.7% | +31.7% |
| 6M | +37.1% | -18.7% | +55.8% | +37.8% |
| YTD | -7.4% | -3.0% | -4.4% | -8.3% |
| 1Y | -19.6% | +22.7% | -42.3% | -21.8% |
| All | +32.4% | +95.6% | -63.1% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling