-24.1%
NU vs MS
+22.2%
-46.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -1.0% | +1.4% |
| 7D | +0.2% | +2.6% | -2.5% | -1.0% |
| 30D | -21.0% | +2.6% | -23.6% | -21.9% |
| 3M | -16.3% | -10.1% | -6.2% | -11.9% |
| 6M | -15.3% | +4.4% | -19.7% | -17.9% |
| YTD | -28.4% | +11.7% | -40.1% | -34.0% |
| 1Y | -24.1% | +20.9% | -45.1% | -33.1% |
| All | -24.1% | +22.2% | -46.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling