+15,762.5%
MA vs NSC
+909.7%
+14,852.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.1% |
| 7D | +1.8% | -3.4% | +5.2% | +3.6% |
| 30D | +11.8% | +3.6% | +8.2% | +9.8% |
| 3M | +17.2% | -1.4% | +18.6% | +17.8% |
| 6M | +33.4% | +6.0% | +27.4% | +28.7% |
| YTD | +16.1% | +15.5% | +0.6% | +6.4% |
| 1Y | +19.9% | +16.2% | +3.7% | +9.4% |
| 3Y | +70.1% | +76.9% | -6.9% | +20.4% |
| 5Y | +89.6% | +29.3% | +60.3% | +56.0% |
| 10Y | +568.4% | +298.3% | +270.1% | +190.1% |
| All | +15,762.5% | +909.7% | +14,852.7% | +3,965.4% |
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 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