+19.7%
NU vs MSCI
+6.2%
+13.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +6.4% | +1.5% | +4.9% | +5.4% |
| 30D | -23.3% | +14.4% | -37.7% | -29.3% |
| 3M | -10.7% | +15.2% | -25.9% | -18.1% |
| 6M | -10.4% | +11.2% | -21.7% | -17.2% |
| YTD | -26.2% | +13.9% | -40.1% | -33.8% |
| 1Y | -22.1% | +12.5% | -34.6% | -29.6% |
| 3Y | +49.6% | +32.3% | +17.3% | +10.7% |
| All | +19.7% | +6.2% | +13.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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