+19.1%
MA vs NSC
+16.7%
+2.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.8% | -3.5% | +1.8% | -1.0% |
| 30D | +11.0% | +3.9% | +7.1% | +10.5% |
| 3M | +17.9% | -0.8% | +18.7% | +18.3% |
| 6M | +33.2% | +7.1% | +26.0% | +31.6% |
| YTD | +16.5% | +16.4% | 0.0% | +11.8% |
| 1Y | +19.1% | +16.9% | +2.2% | +13.4% |
| All | +19.1% | +16.7% | +2.4% | +13.4% |
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