+16.5%
NU vs MS
+111.0%
-94.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +3.6% | -1.6% | +5.2% | +4.5% |
| 30D | -22.8% | -3.8% | -19.0% | -21.3% |
| 3M | -14.8% | -14.6% | -0.2% | -6.4% |
| 6M | -16.9% | -5.1% | -11.9% | -15.4% |
| YTD | -28.1% | +4.5% | -32.7% | -31.9% |
| 1Y | -24.5% | +13.5% | -38.1% | -32.5% |
| 3Y | +44.8% | +160.4% | -115.6% | -32.8% |
| All | +16.5% | +111.0% | -94.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling