+3.4%
NU vs MSI
-0.7%
+4.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +7.5% | -3.7% | +11.2% | +7.7% |
| 30D | +6.1% | +6.8% | -0.7% | +5.5% |
| 3M | +26.8% | +14.3% | +12.5% | +25.1% |
| 6M | +2.5% | -1.6% | +4.0% | +1.4% |
| YTD | -8.2% | +22.8% | -31.0% | -8.9% |
| 1Y | +3.4% | -1.1% | +4.5% | +3.7% |
| All | +3.4% | -0.7% | +4.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling