+45.4%
NU vs MKSI
+65.2%
-19.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.0% |
| 7D | -4.2% | +4.9% | -9.1% | -5.9% |
| 30D | +10.0% | -11.0% | +21.0% | +14.2% |
| 3M | +29.3% | -17.1% | +46.3% | +33.1% |
| 6M | +0.9% | +16.4% | -15.5% | -10.5% |
| YTD | -10.3% | +64.3% | -74.6% | -31.3% |
| 1Y | -3.2% | +137.7% | -140.9% | -37.7% |
| 3Y | +120.6% | +189.1% | -68.5% | +15.5% |
| All | +45.4% | +65.2% | -19.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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