+201.6%
NU vs MSFU
+71.2%
+130.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.2% | -6.9% | +2.7% | -2.4% |
| 30D | +10.0% | -5.1% | +15.2% | +11.3% |
| 3M | +29.3% | +44.6% | -15.4% | +14.3% |
| 6M | +0.9% | +32.8% | -31.9% | -9.6% |
| YTD | -10.3% | -10.1% | -0.2% | -10.7% |
| 1Y | -3.2% | -19.4% | +16.2% | -0.6% |
| 3Y | +120.6% | +26.2% | +94.4% | +83.7% |
| All | +201.6% | +71.2% | +130.4% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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