+65.0%
NUE vs MSI
+68.0%
-3.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.3% | -4.0% | +1.7% | -1.4% |
| 30D | -6.1% | -0.5% | -5.6% | -6.1% |
| 3M | +1.7% | +11.4% | -9.7% | -1.4% |
| 6M | +53.1% | +1.0% | +52.1% | +51.9% |
| YTD | +59.0% | +20.7% | +38.4% | +49.1% |
| 1Y | +85.3% | -2.7% | +88.0% | +86.7% |
| All | +65.0% | +68.0% | -3.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling