+15,614.6%
MA vs NSC
+881.1%
+14,733.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.0% |
| 7D | +2.3% | -6.6% | +8.9% | +6.0% |
| 30D | +14.7% | +2.2% | +12.5% | +13.4% |
| 3M | +13.5% | -6.2% | +19.7% | +17.1% |
| 6M | +33.1% | +1.7% | +31.4% | +31.1% |
| YTD | +15.1% | +12.2% | +2.8% | +7.0% |
| 1Y | +18.7% | +15.4% | +3.3% | +8.7% |
| 3Y | +72.1% | +73.3% | -1.3% | +23.1% |
| 5Y | +92.8% | +24.7% | +68.1% | +61.6% |
| 10Y | +571.6% | +324.5% | +247.2% | +181.8% |
| All | +15,614.6% | +881.1% | +14,733.5% | +3,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling