-2.2%
MA vs NSC
+19.4%
-21.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -3.2% |
| 30D | +0.8% | -3.2% | +4.0% | +1.4% |
| 3M | +14.8% | +3.9% | +10.9% | +14.0% |
| 6M | +10.0% | +7.8% | +2.2% | +8.0% |
| YTD | -0.1% | +13.4% | -13.5% | -3.5% |
| 1Y | -2.2% | +20.3% | -22.5% | -3.9% |
| All | -2.2% | +19.4% | -21.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling