+19.3%
NU vs MTSI
+223.4%
-204.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | -1.6% |
| 7D | +2.8% | +7.2% | -4.4% | -0.8% |
| 30D | -23.0% | -18.4% | -4.6% | -18.9% |
| 3M | -9.7% | -16.7% | +7.0% | -7.0% |
| 6M | -8.7% | -31.7% | +23.0% | -2.0% |
| YTD | -26.4% | +45.9% | -72.3% | -46.7% |
| 1Y | -24.8% | +47.0% | -71.8% | -45.9% |
| 3Y | +44.6% | +224.1% | -179.5% | -43.6% |
| All | +19.3% | +223.4% | -204.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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