+48.8%
NU vs MTSI
+248.1%
-199.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -3.3% |
| 7D | +7.5% | +1.4% | +6.1% | +6.8% |
| 30D | +6.1% | +2.1% | +4.1% | +3.7% |
| 3M | +26.8% | -29.7% | +56.5% | +41.2% |
| 6M | +2.5% | +12.5% | -10.1% | -10.9% |
| YTD | -8.2% | +57.0% | -65.2% | -33.1% |
| 1Y | +3.4% | +103.9% | -100.6% | -35.6% |
| 3Y | +116.2% | +223.6% | -107.4% | -10.7% |
| All | +48.8% | +248.1% | -199.3% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling