+103.3%
NU vs MSI
+68.0%
+35.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -2.6% | -4.0% | +1.4% | -1.4% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +26.3% | +11.4% | +14.9% | +21.4% |
| 6M | +2.2% | +1.0% | +1.3% | +1.6% |
| YTD | -10.4% | +20.7% | -31.0% | -17.3% |
| 1Y | -3.0% | -2.7% | -0.3% | -1.7% |
| All | +103.3% | +68.0% | +35.2% | +65.0% |
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 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