+453.7%
MP vs NSC
+118.8%
+334.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +3.0% | -1.5% | +4.5% | +3.9% |
| 30D | +8.3% | -1.9% | +10.3% | +9.4% |
| 3M | -3.8% | +6.2% | -10.1% | -8.0% |
| 6M | -4.9% | +9.2% | -14.1% | -11.3% |
| YTD | +9.6% | +15.0% | -5.4% | -1.6% |
| 1Y | -11.7% | +21.1% | -32.8% | -23.5% |
| 3Y | +158.5% | +78.6% | +79.9% | +72.2% |
| 5Y | +68.9% | +45.9% | +23.0% | +25.8% |
| All | +453.7% | +118.8% | +334.9% | +271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling