+92.3%
MA vs NSC
+23.9%
+68.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.6% |
| 7D | +2.3% | -6.6% | +8.9% | +5.0% |
| 30D | +14.7% | +2.2% | +12.5% | +13.8% |
| 3M | +13.5% | -6.2% | +19.7% | +16.2% |
| 6M | +33.1% | +1.7% | +31.4% | +31.7% |
| YTD | +15.1% | +12.2% | +2.8% | +8.9% |
| 1Y | +18.7% | +15.4% | +3.3% | +11.1% |
| 3Y | +72.1% | +73.3% | -1.3% | +30.5% |
| All | +92.3% | +23.9% | +68.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling