+226.4%
NEM vs MSFU
+103.9%
+122.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -1.9% | +2.8% |
| 7D | +14.7% | +14.6% | +0.1% | +12.5% |
| 30D | +6.2% | +2.1% | +4.1% | +5.7% |
| 3M | +11.0% | +14.7% | -3.6% | +8.6% |
| 6M | +7.9% | +55.7% | -47.8% | +0.3% |
| YTD | +26.2% | +7.1% | +19.1% | +22.7% |
| 1Y | +51.5% | -0.5% | +52.0% | +48.9% |
| 3Y | +290.6% | +35.7% | +254.9% | +248.8% |
| All | +226.4% | +103.9% | +122.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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