+565.3%
NUE vs MSI
+601.8%
-36.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -6.1% | -0.6% | -5.4% | -6.0% |
| 3M | +2.2% | +13.0% | -10.8% | -4.6% |
| 6M | +50.8% | +0.5% | +50.3% | +48.4% |
| YTD | +57.5% | +21.7% | +35.8% | +39.3% |
| 1Y | +82.5% | -2.6% | +85.1% | +81.2% |
| 3Y | +61.7% | +69.7% | -8.0% | +14.8% |
| 5Y | +145.1% | +102.8% | +42.4% | +55.1% |
| All | +565.3% | +601.8% | -36.5% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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