+13,824.2%
MA vs NSC
+910.3%
+12,913.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.7% | -5.5% | +2.8% | +0.2% |
| 30D | +1.5% | -3.2% | +4.7% | +3.2% |
| 3M | +20.4% | +7.7% | +12.8% | +15.6% |
| 6M | +11.1% | +4.5% | +6.6% | +7.6% |
| YTD | +2.0% | +15.6% | -13.6% | -6.5% |
| 1Y | -2.2% | +19.8% | -22.0% | -12.1% |
| 3Y | +41.9% | +70.1% | -28.2% | +2.3% |
| 5Y | +75.4% | +46.1% | +29.2% | +34.8% |
| 10Y | +527.5% | +328.1% | +199.5% | +162.1% |
| All | +13,824.2% | +910.3% | +12,913.9% | +3,471.8% |
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