+569.6%
MA vs NSC
+303.9%
+265.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -1.8% | -3.5% | +1.8% | 0.0% |
| 30D | +11.0% | +3.9% | +7.1% | +8.8% |
| 3M | +17.9% | -0.8% | +18.7% | +18.1% |
| 6M | +33.2% | +7.1% | +26.0% | +27.8% |
| YTD | +16.5% | +16.4% | 0.0% | +6.3% |
| 1Y | +19.1% | +16.9% | +2.2% | +8.4% |
| 3Y | +70.6% | +78.4% | -7.8% | +19.0% |
| 5Y | +92.1% | +33.1% | +59.0% | +55.4% |
| 10Y | +569.6% | +299.9% | +269.7% | +237.0% |
| All | +569.6% | +303.9% | +265.7% | +237.0% |
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