+45.4%
NU vs MSI
+93.1%
-47.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -4.2% | -1.8% | -2.4% | -3.1% |
| 30D | +10.0% | -0.6% | +10.7% | +10.2% |
| 3M | +29.3% | +13.0% | +16.2% | +18.3% |
| 6M | +0.9% | +0.5% | +0.4% | -0.7% |
| YTD | -10.3% | +21.7% | -32.0% | -23.9% |
| 1Y | -3.2% | -2.6% | -0.5% | -3.2% |
| 3Y | +120.6% | +69.7% | +50.9% | +28.4% |
| All | +45.4% | +93.1% | -47.7% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling