+235.6%
NEM vs MSFU
+70.7%
+164.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +3.1% | -2.3% | +5.4% | +3.4% |
| 30D | +10.0% | -6.3% | +16.2% | +10.8% |
| 3M | +30.9% | +40.0% | -9.1% | +24.0% |
| 6M | +10.5% | +30.1% | -19.6% | +5.1% |
| YTD | +29.7% | -10.3% | +40.1% | +29.6% |
| 1Y | +71.1% | -19.0% | +90.2% | +72.8% |
| 3Y | +252.1% | +25.8% | +226.3% | +214.7% |
| All | +235.6% | +70.7% | +164.9% | +171.0% |
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