+2,498.9%
MAR vs NSC
+1,472.3%
+1,026.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.2% | -5.5% | +1.4% | -1.5% |
| 30D | -6.7% | -3.2% | -3.5% | -5.2% |
| 3M | -12.5% | +7.7% | -20.2% | -15.9% |
| 6M | +0.6% | +4.5% | -3.9% | -2.2% |
| YTD | +9.1% | +15.6% | -6.5% | +1.1% |
| 1Y | +26.2% | +19.8% | +6.4% | +14.9% |
| 3Y | +68.2% | +70.1% | -1.9% | +26.7% |
| 5Y | +163.9% | +46.1% | +117.8% | +111.8% |
| 10Y | +420.6% | +328.1% | +92.5% | +146.5% |
| All | +2,498.9% | +1,472.3% | +1,026.6% | +547.7% |
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