+19.8%
MA vs NSC
+16.6%
+3.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +1.3% | +2.5% | -1.2% | +0.7% |
| 30D | +9.6% | +1.7% | +7.9% | +9.5% |
| 3M | +16.8% | -2.6% | +19.3% | +17.6% |
| 6M | +35.2% | +6.4% | +28.8% | +33.9% |
| YTD | +16.6% | +15.5% | +1.1% | +12.1% |
| 1Y | +19.8% | +17.6% | +2.2% | +12.9% |
| All | +19.8% | +16.6% | +3.2% | +12.9% |
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