+94.9%
MSFU vs NXT
+246.1%
-151.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.3% |
| 7D | +2.5% | +32.2% | -29.8% | +0.6% |
| 30D | -1.3% | +21.9% | -23.2% | -2.6% |
| 3M | +8.6% | +6.6% | +2.1% | +8.0% |
| 6M | +48.4% | -16.8% | +65.2% | +49.1% |
| YTD | +1.6% | +20.4% | -18.9% | -0.9% |
| 1Y | -5.8% | -1.5% | -4.2% | -6.9% |
| 3Y | +30.9% | +182.4% | -151.4% | +20.5% |
| All | +94.9% | +246.1% | -151.3% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling