+254.1%
MP vs NSC
+114.3%
+139.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +6.2% |
| 7D | -10.5% | -6.2% | -4.3% | -7.4% |
| 30D | -23.5% | +2.6% | -26.1% | -24.7% |
| 3M | -25.4% | -5.8% | -19.6% | -23.2% |
| 6M | -51.3% | +2.1% | -53.4% | -52.7% |
| YTD | -29.9% | +12.7% | -42.6% | -36.5% |
| 1Y | -31.8% | +15.9% | -47.7% | -39.4% |
| 3Y | +127.0% | +74.0% | +52.9% | +52.9% |
| 5Y | -3.3% | +25.2% | -28.5% | -23.7% |
| All | +254.1% | +114.3% | +139.8% | +139.4% |
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