+513.2%
MA vs NSC
+324.0%
+189.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -3.5% | -2.0% | -1.5% | -2.5% |
| 30D | +0.8% | -3.2% | +4.0% | +2.4% |
| 3M | +14.8% | +3.9% | +10.9% | +12.2% |
| 6M | +10.0% | +7.8% | +2.2% | +4.8% |
| YTD | -0.1% | +13.4% | -13.5% | -7.5% |
| 1Y | -2.2% | +20.3% | -22.5% | -12.3% |
| 3Y | +39.3% | +76.1% | -36.8% | -2.3% |
| 5Y | +66.3% | +45.0% | +21.3% | +27.5% |
| 10Y | +513.2% | +335.7% | +177.5% | +183.9% |
| All | +513.2% | +324.0% | +189.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling