+16.9%
NU vs MS
+118.1%
-101.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +4.0% | +0.8% | +3.3% | +3.4% |
| 30D | -25.1% | -0.7% | -24.4% | -25.1% |
| 3M | -12.8% | -12.4% | -0.5% | -5.7% |
| 6M | -12.5% | -1.7% | -10.7% | -12.7% |
| YTD | -27.8% | +8.0% | -35.9% | -33.0% |
| 1Y | -24.6% | +16.2% | -40.8% | -33.5% |
| 3Y | +41.8% | +171.3% | -129.5% | -35.9% |
| All | +16.9% | +118.1% | -101.1% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling