+14,317.4%
NUE vs MSI
+4,035.2%
+10,282.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.2% | -3.7% | +7.9% | +5.3% |
| 30D | -5.0% | +6.8% | -11.8% | -7.1% |
| 3M | -0.2% | +14.3% | -14.5% | -4.4% |
| 6M | +49.1% | -1.6% | +50.7% | +48.8% |
| YTD | +61.0% | +22.8% | +38.2% | +50.1% |
| 1Y | +82.5% | -1.1% | +83.6% | +81.0% |
| 3Y | +57.9% | +70.5% | -12.6% | +32.4% |
| 5Y | +146.6% | +102.8% | +43.8% | +96.6% |
| 10Y | +561.6% | +597.4% | -35.8% | +273.7% |
| All | +14,317.4% | +4,035.2% | +10,282.2% | +3,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling