+14,333.9%
NUE vs MSI
+4,598.2%
+9,735.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +6.1% | +2.6% | +3.5% | +5.3% |
| 30D | +2.7% | +18.1% | -15.4% | -2.4% |
| 3M | -3.8% | +13.2% | -17.0% | -7.6% |
| 6M | +14.0% | +36.3% | -22.3% | +3.5% |
| YTD | +61.2% | +39.5% | +21.7% | +44.5% |
| 1Y | +77.8% | +36.9% | +40.9% | +60.2% |
| 3Y | +78.2% | +76.1% | +2.1% | +47.9% |
| 5Y | +149.8% | +123.7% | +26.1% | +93.3% |
| 10Y | +448.6% | +664.3% | -215.8% | +200.7% |
| All | +14,333.9% | +4,598.2% | +9,735.8% | +3,450.0% |
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