+146.8%
NUE vs MSI
+97.7%
+49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -2.3% | -4.0% | +1.7% | -0.5% |
| 30D | -6.1% | -0.5% | -5.6% | -6.1% |
| 3M | +1.7% | +11.4% | -9.7% | -3.8% |
| 6M | +53.1% | +1.0% | +52.1% | +50.8% |
| YTD | +59.0% | +20.7% | +38.4% | +42.3% |
| 1Y | +85.3% | -2.7% | +88.0% | +85.4% |
| 3Y | +63.2% | +68.2% | -5.0% | +13.8% |
| 5Y | +146.8% | +100.0% | +46.8% | +43.4% |
| All | +146.8% | +97.7% | +49.1% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling