+197.3%
MKSI vs NSC
+73.4%
+124.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.7% |
| 7D | +2.7% | -2.8% | +5.5% | +4.6% |
| 30D | -12.8% | -4.5% | -8.3% | -10.2% |
| 3M | -22.5% | +3.5% | -26.1% | -25.1% |
| 6M | +19.4% | +8.5% | +10.9% | +10.3% |
| YTD | +67.7% | +12.3% | +55.4% | +50.2% |
| 1Y | +131.4% | +18.9% | +112.5% | +97.9% |
| 3Y | +197.3% | +74.1% | +123.2% | +85.7% |
| All | +197.3% | +73.4% | +124.0% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling