+48.8%
NU vs MSI
+94.8%
-46.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | +7.5% | -3.7% | +11.2% | +9.8% |
| 30D | +6.1% | +6.8% | -0.7% | +1.1% |
| 3M | +26.8% | +14.3% | +12.5% | +15.2% |
| 6M | +2.5% | -1.6% | +4.0% | +2.4% |
| YTD | -8.2% | +22.8% | -31.0% | -22.6% |
| 1Y | +3.4% | -1.1% | +4.5% | +2.2% |
| 3Y | +116.2% | +70.5% | +45.7% | +25.8% |
| All | +48.8% | +94.8% | -46.1% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling