+234.0%
NEM vs MSFU
+76.3%
+157.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.2% |
| 7D | +0.3% | -5.7% | +6.0% | +1.1% |
| 30D | +23.1% | +4.2% | +18.9% | +22.3% |
| 3M | +18.5% | +27.9% | -9.4% | +13.7% |
| 6M | +7.8% | +37.1% | -29.3% | +1.7% |
| YTD | +29.1% | -7.4% | +36.5% | +28.4% |
| 1Y | +72.7% | -19.6% | +92.3% | +74.5% |
| 3Y | +248.7% | +33.2% | +215.5% | +208.4% |
| All | +234.0% | +76.3% | +157.7% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling