-44.8%
MP vs NSC
+14.8%
-59.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +4.4% |
| 7D | -10.5% | -6.2% | -4.3% | -11.7% |
| 30D | -23.5% | +2.6% | -26.1% | -22.5% |
| 3M | -25.4% | -5.8% | -19.6% | -26.4% |
| 6M | -51.3% | +2.1% | -53.4% | -50.4% |
| YTD | -29.9% | +12.7% | -42.6% | -25.5% |
| All | -44.8% | +14.8% | -59.6% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling