+56.4%
NU vs MTSI
+203.6%
-147.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.6% | +17.3% | +12.8% |
| 7D | +9.9% | +10.0% | -0.1% | +7.5% |
| 30D | -11.5% | -20.3% | +8.9% | -8.4% |
| 3M | -5.1% | -24.4% | +19.3% | -1.2% |
| 6M | +3.1% | -39.2% | +42.3% | +10.9% |
| YTD | -21.0% | +35.5% | -56.5% | -33.8% |
| 1Y | -15.2% | +43.0% | -58.2% | -30.3% |
| 3Y | +56.4% | +196.3% | -139.8% | -10.9% |
| All | +56.4% | +203.6% | -147.1% | -10.9% |
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