+13,834.6%
NUE vs MSI
+4,605.3%
+9,229.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +2.8% | +3.2% | -0.5% | +1.8% |
| 30D | -2.1% | +17.6% | -19.7% | -6.8% |
| 3M | -7.3% | +14.5% | -21.9% | -11.3% |
| 6M | +8.9% | +34.3% | -25.4% | -0.7% |
| YTD | +55.6% | +39.7% | +15.9% | +39.4% |
| 1Y | +74.7% | +40.2% | +34.5% | +56.3% |
| 3Y | +71.7% | +77.1% | -5.5% | +42.2% |
| 5Y | +141.2% | +124.0% | +17.2% | +86.5% |
| 10Y | +429.6% | +665.5% | -235.9% | +190.2% |
| All | +13,834.6% | +4,605.3% | +9,229.4% | +3,325.7% |
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