+14.5%
NU vs MS
+119.9%
-105.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | +0.8% | +3.7% | -2.9% | -1.5% |
| 30D | -24.1% | +2.0% | -26.0% | -25.4% |
| 3M | -12.8% | -12.6% | -0.2% | -5.5% |
| 6M | -10.9% | -0.3% | -10.6% | -11.9% |
| YTD | -29.3% | +9.0% | -38.3% | -34.7% |
| 1Y | -26.9% | +13.9% | -40.7% | -34.6% |
| 3Y | +38.8% | +173.6% | -134.8% | -37.6% |
| All | +14.5% | +119.9% | -105.4% | -37.4% |
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