-19.3%
MP vs NSC
+34.1%
-53.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +11.0% | +1.6% | +9.4% | +9.9% |
| 30D | -11.7% | +4.2% | -15.9% | -13.9% |
| 3M | -30.8% | -0.2% | -30.6% | -30.8% |
| 6M | -42.9% | +7.6% | -50.5% | -46.4% |
| YTD | -25.9% | +17.4% | -43.2% | -35.2% |
| 1Y | -37.3% | +18.3% | -55.6% | -45.6% |
| 3Y | +150.7% | +79.8% | +70.9% | +54.6% |
| 5Y | -19.3% | +34.3% | -53.6% | -44.1% |
| All | -19.3% | +34.1% | -53.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling