+153.1%
MAR vs NSC
+44.4%
+108.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | -5.7% | -3.4% | -2.3% | -4.0% |
| 3M | -14.6% | +5.1% | -19.7% | -17.1% |
| 6M | +1.3% | +9.2% | -7.9% | -3.9% |
| YTD | +6.7% | +13.4% | -6.7% | -0.8% |
| 1Y | +26.4% | +20.8% | +5.6% | +13.8% |
| 3Y | +64.7% | +76.1% | -11.4% | +18.3% |
| 5Y | +153.1% | +45.3% | +107.8% | +103.7% |
| All | +153.1% | +44.4% | +108.7% | +103.7% |
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 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