+16.5%
NU vs MTSI
+173.0%
-156.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.4% | -1.3% |
| 7D | +3.6% | -10.0% | +13.6% | +6.4% |
| 30D | -22.8% | -37.2% | +14.4% | -10.6% |
| 3M | -14.8% | -30.1% | +15.3% | -6.5% |
| 6M | -16.9% | -31.9% | +15.0% | -12.6% |
| YTD | -28.1% | +23.2% | -51.3% | -44.6% |
| 1Y | -24.5% | +26.4% | -50.9% | -42.9% |
| 3Y | +44.8% | +186.2% | -141.4% | -42.0% |
| All | +16.5% | +173.0% | -156.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling