+70.0%
MA vs NSC
+47.3%
+22.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.7% | -5.5% | +2.8% | -0.6% |
| 30D | +1.5% | -3.2% | +4.7% | +2.7% |
| 3M | +20.4% | +7.7% | +12.8% | +16.8% |
| 6M | +11.1% | +4.5% | +6.6% | +8.6% |
| YTD | +2.0% | +15.6% | -13.6% | -4.4% |
| 1Y | -2.2% | +19.8% | -22.0% | -9.7% |
| 3Y | +41.9% | +70.1% | -28.2% | +9.3% |
| All | +70.0% | +47.3% | +22.6% | +38.3% |
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