+40.0%
NU vs MSI
+76.1%
-36.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +0.8% | +2.6% | -1.8% | 0.0% |
| 30D | -24.1% | +18.1% | -42.2% | -28.0% |
| 3M | -12.8% | +13.2% | -26.0% | -16.2% |
| 6M | -10.9% | +36.3% | -47.1% | -20.0% |
| YTD | -29.3% | +39.5% | -68.8% | -38.0% |
| 1Y | -26.9% | +36.9% | -63.8% | -35.3% |
| All | +40.0% | +76.1% | -36.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling