+125.0%
NU vs MTSI
+231.8%
-106.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -2.7% |
| 7D | +7.5% | +1.4% | +6.1% | +7.1% |
| 30D | +6.1% | +2.1% | +4.1% | +4.9% |
| 3M | +26.8% | -29.7% | +56.5% | +35.2% |
| 6M | +2.5% | +12.5% | -10.1% | -6.1% |
| YTD | -8.2% | +57.0% | -65.2% | -24.2% |
| 1Y | +3.4% | +103.9% | -100.6% | -22.5% |
| All | +125.0% | +231.8% | -106.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling